Finite-dimensional filter for a class of nonlinear systems with correlated noises
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Publication:2821908
DOI10.1080/07362994.2016.1182871zbMath1346.93376OpenAlexW2478150378MaRDI QIDQ2821908
Publication date: 26 September 2016
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2016.1182871
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Random measures (60G57)
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