Maximum a posteriori state path estimation: discretization limits and their interpretation
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Publication:458750
DOI10.1016/j.automatica.2014.03.003zbMath1296.93204arXiv1403.5194OpenAlexW2068608978MaRDI QIDQ458750
Bruno Otávio Soares Teixeira, Luis Antonio Aguirre, Dimas Abreu Archanjo Dutra
Publication date: 8 October 2014
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1403.5194
Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Discrete approximations in optimal control (49M25)
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Uses Software
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