Optimal Measurement Strategy for Nonlinear Filtering

DOI10.1137/040610428zbMATH Open1109.93042OpenAlexW2049817441MaRDI QIDQ3427779

N. U. Ahmed, Charalambos D. Charalambous

Publication date: 27 March 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/040610428

zbMATH Keywords

optimizationnonlinear filteringconditional density

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimality conditions for problems involving randomness (49K45)

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