Nonlinear Filtering and Control of a Switching Diffusion with Small Observation Noise (Q4210182)
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scientific article; zbMATH DE number 1200821
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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