Linear Markov approximations of piecewise linear stochastic systems

DOI10.1080/07362998708809114zbMath0615.60080OpenAlexW2064513739MaRDI QIDQ4722966

Erik I. Verriest, Abraham Haddad

Publication date: 1987

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362998708809114

zbMATH Keywords

Gaussian noiseexistence of an invariant distributionapproximate nonlinear filtering schemespiecewise linear discrete-time dynamic systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99)

Cites Work

• Invariant measures for Markov maps of the interval
• Finite approximation for the Frobenius-Perron operator. A solution to Ulam's conjecture
• Probabilistic Properties of Deterministic Systems
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