New classes of finite-dimensional nonlinear filters

DOI10.1016/0167-6911(83)90056-7zbMath0529.93060OpenAlexW1967008202MaRDI QIDQ787951

Wing Shing Wong

Publication date: 1983

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(83)90056-7

zbMATH Keywords

nonlinear filtersKalman-Bucy filtersBenes filtersestimation algebras

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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