Nonlinear filtering of continuous systems: foundational problems and new results

DOI10.1007/s00190-003-0323-8zbMath1066.93059OpenAlexW1965795021MaRDI QIDQ704996

Peiliang Xu

Publication date: 25 January 2005

Published in: Journal of Geodesy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00190-003-0323-8

zbMATH Keywords

nonlinear filteringnonlinear stochastic differential equationscontinuous nonlinear systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10)

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