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Bilinear systems with nilpotent Lie algebra: optimal finite-dimensional filtering of their state vector - MaRDI portal

Bilinear systems with nilpotent Lie algebra: optimal finite-dimensional filtering of their state vector

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Publication:1883719

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zbMath1107.93327MaRDI QIDQ1883719

M. E. Shaikin

Publication date: 13 October 2004

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Representation of the bilinear system output by multiple stochastic integrals

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