An alternative approach to non-linear filtering : jump process observations†

DOI10.1080/00207728108963804zbMath0476.93062OpenAlexW2110819751MaRDI QIDQ3932693

Yaakov Yavin

Publication date: 1981

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

Full work available at URL: https://doi.org/10.1080/00207728108963804

zbMATH Keywords

Wiener processstochastic differential equationsPoisson random measuregain matrixnonlinear filtering using jump process observationsvector stochastic dynamical system

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (1)

Strategies using an observer for steering a random motion of a point in a multitarget environment

Cites Work

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• Filtering and detection for doubly stochastic Poisson processes
• On the optimal control of two classes of non-linear distributed parameter systems†

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