scientific article; zbMATH DE number 1222391
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Publication:4217912
zbMath0919.60051MaRDI QIDQ4217912
Shin Ichi Aihara, Arunabha Bagchi
Publication date: 7 March 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
dynamic programmingHamilton-Jacobi equationsnonlinear filteringnumerical solutionstochastic oscillatorsOnsager-Machlup functionalmaximum a posteriori probability state estimation
Filtering in stochastic control theory (93E11) Dynamic programming (90C39) Signal detection and filtering (aspects of stochastic processes) (60G35)
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