Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises

DOI10.1137/S0363012998333906zbMath0969.93040OpenAlexW1973632125MaRDI QIDQ4507485

M.-C. Roubaud, Alain Le Breton

Publication date: 18 October 2000

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012998333906

zbMATH Keywords

nonlinear filteringcorrelated noisesasymptotically optimal filtersapproximate filters

Mathematics Subject Classification ID

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

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