Exact filters for certain moments and stochastic integrals of the state of systems with Benes nonlinearity

DOI10.1109/9.793739zbMATH Open1136.93447OpenAlexW2105499212MaRDI QIDQ4506916

H. Vincent Poor, Robert J. Elliott, Vikram Krishnamurthy

Publication date: 17 October 2000

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

Full work available at URL: https://doi.org/10.1109/9.793739

Mathematics Subject Classification ID

Point estimation (62F10) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Filtration of the state vector of a linear stochastic dynamic system with the modular structure of a measuring complex at discrete times

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