Complete Real Time Solution of the General Nonlinear Filtering Problem Without Memory

DOI10.1109/TAC.2013.2264552zbMath1369.93640arXiv1208.0962MaRDI QIDQ5353366

Xue Luo, Stephen Shing-Toung Yau

Publication date: 8 September 2017

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

Full work available at URL: https://arxiv.org/abs/1208.0962

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31)

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