Nonlinear Filtering and Control of a Switching Diffusion with Small Observation Noise (Q4210182): Difference between revisions

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Latest revision as of 11:01, 30 July 2024

scientific article; zbMATH DE number 1200821
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English
Nonlinear Filtering and Control of a Switching Diffusion with Small Observation Noise
scientific article; zbMATH DE number 1200821

    Statements

    Nonlinear Filtering and Control of a Switching Diffusion with Small Observation Noise (English)
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    21 September 1998
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    nonlinear filtering
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    hybrid system
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    interacting multiple model
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    small observation noise
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    nearly optimal control
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    Markov perturbation
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    switching diffusion
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