Optimal Measurement Strategy for Nonlinear Filtering

DOI10.1137/040610428MaRDI QIDQ3427779zbMATH OpenOpenAlexFDO

Authors N. U. Ahmed, Charalambos D. Charalambous

Publication date 27 March 2007

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/040610428

zbMATH Keywords

conditional densitynonlinear filteringoptimization

Mathematics Subject Classification ID

Optimality conditions for problems involving randomness (49K45) Filtering in stochastic control theory (93E11)

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