scientific article; zbMATH DE number 590906

zbMath0811.93059MaRDI QIDQ4296272

Stephen Shing-Toung Yau

Publication date: 12 July 1994

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

classificationnonlinear filteringestimation algebraWei-Norman approachfinite dimensional recursive filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Initial value problems for second-order parabolic equations (35K15) Solvable, nilpotent (super)algebras (17B30)

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