Filtering of Stochastic Nonlinear Differential Systems via a Carleman Approximation Approach

DOI10.1109/TAC.2007.908347zbMath1366.93653OpenAlexW2086267335MaRDI QIDQ5282299

Alfredo Germani, Pasquale Palumbo, Costanzo Manes

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2007.908347

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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