Accurate State Estimation in Continuous-Discrete Stochastic State-Space Systems With Nonlinear or Nondifferentiable Observations

DOI10.1109/TAC.2017.2687123zbMath1373.93341OpenAlexW2600458256MaRDI QIDQ4589499

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Publication date: 10 November 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2017.2687123

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

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