Exact finite-dimensional nonlinear filters

DOI10.1109/TAC.1986.1104344MaRDI QIDQ3758690zbMATH OpenOpenAlexFDO

Authors Frederick E. Daum

Publication date 1986

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

Full work available at URL https://doi.org/10.1109/tac.1986.1104344

zbMATH Keywords

Benes filterexact finite-dimensional filterKalman filter

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11)

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