Explicit solution of DMZ equation in nonlinear filtering via solution of ODEs

DOI10.1109/TAC.2003.809169zbMath1364.93818MaRDI QIDQ5266925

Yuen-Tai Lai, Stephen Shing-Toung Yau

Publication date: 20 June 2017

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (2)

Direct method for Yau filtering system with nonlinear observations ⋮ Estimation of indirectly observable Langevin states: path integral solution using statistical physics methods

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