A new nonlinear filter

DOI10.4310/CIS.2006.V6.N3.A4MaRDI QIDQ2474733zbMATH OpenOpenAlexFDO

Authors Robert J. Elliot, Simon Haykin

Publication date 6 March 2008

Published in Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/cis.2006.v6.n3.a4

zbMATH Keywords

convolution Zakai equationdiscrete time filterGaussian sum

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11)

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