Real-Time Solution of Time-Varying Yau Filtering Problems via Direct Method and Gaussian Approximation

DOI10.1109/TAC.2018.2853576zbMath1482.93619OpenAlexW2838226524WikidataQ129642704 ScholiaQ129642704MaRDI QIDQ5223669

Ji Shi, Xiuqiong Chen, Stephen Shing-Toung Yau

Publication date: 18 July 2019

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

Full work available at URL: https://doi.org/10.1109/tac.2018.2853576

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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