Stochastic adaptive control with small observation noise

DOI10.1080/17442509008833656zbMath0745.93081OpenAlexW1976243129MaRDI QIDQ4713417

Ulrich G. Haussmann, Qing Zhang

Publication date: 25 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509008833656

zbMATH Keywords

likelihood ratio testKalman filtersPicard filterssmall system perturbation

Mathematics Subject Classification ID

Adaptive control/observation systems (93C40) Optimal stochastic control (93E20)

Related Items (3)

Discrete-time stochastic adaptive control with small observation noise ⋮ Optimal filtering of discrete-time hybrid systems ⋮ Nonlinear filtering of an interactive multiple model with small observation noise: numerical methods^∗

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