Filtering of Nonlinear Stochastic Feedback Systems (Q4537802)
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scientific article; zbMATH DE number 1758246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering of Nonlinear Stochastic Feedback Systems |
scientific article; zbMATH DE number 1758246 |
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Filtering of Nonlinear Stochastic Feedback Systems (English)
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23 June 2002
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nonlinear filtering
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closed-loop systems
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Kallianpur-Striebel formula
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Girsanov theorem
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closed-loop filter
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finite-dimensional filter
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