Filtering for nonlinear systems driven by nonwhite noises:an approximation scheme (Q3141174)
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scientific article; zbMATH DE number 444733
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| English | Filtering for nonlinear systems driven by nonwhite noises:an approximation scheme |
scientific article; zbMATH DE number 444733 |
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Filtering for nonlinear systems driven by nonwhite noises:an approximation scheme (English)
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21 April 1994
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Markovian representation
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Gaussian processes
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rational spectral densities
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time discretization
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nonlinear filtering problem
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0.8534752130508423
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0.8446953892707825
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0.8440566658973694
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0.8393652439117432
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