Parametric filtering: Optimal synthesis on a nonlinear dynamic variety (Q1812396)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parametric filtering: Optimal synthesis on a nonlinear dynamic variety |
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Parametric filtering: Optimal synthesis on a nonlinear dynamic variety (English)
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18 November 2003
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The paper studies the linear filtering problem for a particular continuous-time nonlinear model (parametric filtering). The solution to this problem is obtained exploiting the duality between filtering and control problems. The properties of the filtering equations obtained in this way are also analyzed.
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nonlinear filtering
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parametric filtering
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duality filtering-control
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