Asymptotic expansions and Lie algebras for some nonlinear filtering problems
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Publication:3325596
DOI10.1109/TAC.1983.1103307zbMath0538.93058MaRDI QIDQ3325596
Steven I. Marcus, Chang-Huan Liu, Gilmer L. Blankenship
Publication date: 1983
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.1983.1103307
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
93C10: Nonlinear systems in control theory
93E10: Estimation and detection in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
60H15: Stochastic partial differential equations (aspects of stochastic analysis)
17B99: Lie algebras and Lie superalgebras
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