The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems
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Publication:1797078
DOI10.1016/j.automatica.2018.04.004zbMath1400.93303OpenAlexW2805633329MaRDI QIDQ1797078
Xue Luo, Stephen Shing-Toung Yau
Publication date: 17 October 2018
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2018.04.004
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)
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