Finite dimensional filters for a discrete-time nonlinear system with generalized gaussian white noise

DOI10.1080/17442509508833989zbMath0854.60040OpenAlexW1839975860MaRDI QIDQ4892361

Marco Ferrante, Federica Giummolè

Publication date: 5 January 1997

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

Full work available at URL: http://hdl.handle.net/10852/43161

zbMATH Keywords

nonlinear filteringfinite-dimensional filtersrandom vectors

Mathematics Subject Classification ID

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

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