Precise closed equations of optimal nonlinear filtering for a class of bilinear systems

zbMath1062.93041MaRDI QIDQ1881943

Choi Won, Vladimir Shin

Publication date: 18 October 2004

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

nonlinear filteringKalman-Bucy filterStratonovich-Kushner equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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