An alternative approach to non-linear filtering†
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Publication:3924069
DOI10.1080/00207728108963784zbMath0469.93070OpenAlexW2015585794MaRDI QIDQ3924069
Publication date: 1981
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728108963784
stochastic differential equationobserversWiener processesnonlinear filteringnonlinear stochastic systemsgain matrix
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Observability (93B07) Stochastic systems in control theory (general) (93E03)
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