Filtering with a small nonlinear term in the signal

DOI10.1016/0167-6911(90)90047-XzbMath0704.93069OpenAlexW2032737810MaRDI QIDQ917517

Robert J. Elliott

Publication date: 1990

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

Full work available at URL: https://doi.org/10.1016/0167-6911(90)90047-x

zbMATH Keywords

Kalman filterstochastic flowsnonlinear drift

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cites Work

• A filtering problem with a small nonlinear term
• A generalized formula of Ito and some other properties of stochastic flows
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