Exact sequential filtering, smoothing and prediction for nonlinear systems

DOI10.1016/0362-546X(88)90018-1zbMath0664.93076OpenAlexW2148638176MaRDI QIDQ5903878

Robert E. Kalaba, Leigh Tesfatsion

Publication date: 1988

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0362-546x(88)90018-1

zbMATH Keywords

predictionsmoothingdiscrete-time systemsnonlinear filtering

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Data smoothing in stochastic control theory (93E14)

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