Special solutions to some Kolmogorov equations arising from cubic sensor problems

DOI10.4310/CIS.2007.V7.N2.A6zbMath1143.93348OpenAlexW2000205715MaRDI QIDQ936484

Lixing Jia, Ru-Xu Du, Stephen Shing-Toung Yau

Publication date: 14 August 2008

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cis/1184963919

zbMATH Keywords

nonlinear filtering theorymodel in Itô formsignal observation

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)

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