Observability and nonlinear filtering

DOI10.1007/s00440-008-0161-yzbMath1169.93025arXiv0708.3412OpenAlexW3103583705MaRDI QIDQ839412

Ramon van Handel

Publication date: 2 September 2009

Published in: Probability Theory and Related Fields (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.3412

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Continuous-time Markov processes on general state spaces (60J25) Controllability (93B05) Asymptotic stability in control theory (93D20) Observability (93B07) Stochastic stability in control theory (93E15)

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