On the simulation of continuous non-linear filters A comparative study of second- and third-order approximations

DOI10.1080/00207727308920066zbMath0269.93071OpenAlexW2003060299MaRDI QIDQ3213055

L. Padmanabhan, V. P. Leung

Publication date: 1973

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727308920066

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Related Items (1)

The Kalman-Bucy method of optimal filtering and its generalizations

Cites Work

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