On exact filters for continuous signals with discrete observations

DOI10.1109/9.668842zbMath0908.93064OpenAlexW2153771323MaRDI QIDQ4400246

Michael A. Kouritzin

Publication date: 18 October 1998

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: http://purl.umn.edu/2960

zbMATH Keywords

stochastic equationsnonlinear filteringdiscrete observations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

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