Nonlinear filters for linear models (a robust approach)

DOI10.1109/18.391245zbMath0837.93071OpenAlexW2149529057MaRDI QIDQ4857500

Wolfgang J. Runggaldier, Robert Sh. Liptser

Publication date: 14 May 1996

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.391245

zbMATH Keywords

robustdiffusion approximationnonlinear filtering

Mathematics Subject Classification ID

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

Related Items (1)

On diffusion approximation with discountinuous coefficients.

This page was built for publication: Nonlinear filters for linear models (a robust approach)