Filtering of Nonlinear Stochastic Feedback Systems

DOI10.1137/S0363012998347146zbMath1009.93079OpenAlexW2174184364MaRDI QIDQ4537802

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Publication date: 23 June 2002

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

Full work available at URL: https://doi.org/10.1137/s0363012998347146

zbMATH Keywords

nonlinear filteringGirsanov theoremclosed-loop systemsfinite-dimensional filterKallianpur-Striebel formulaclosed-loop filter

Mathematics Subject Classification ID

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

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