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zbMATH Open0667.93104MaRDI QIDQ3820515

Michiel Hazewinkel

Publication date: 1988

Title of this publication is not available (Why is that?)

zbMATH Keywords

diffusion processes finite-dimensional filters Zakai equation Lie algebra of operators design of approximate filters exact and approximate filtering finite-dimensional bilinear control systems nilpotent and solvable approximations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Diffusion processes (60J60)

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