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zbMath0653.93055MaRDI QIDQ3799914

Alain Bensoussan

Publication date: 1988

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonlinear filtering small observation noise Kalman-like filter

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

Related Items (2)

Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals ⋮ An approximate filter for a partially observed piecewise linear system with small observation noise

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