Computational suboptimal filter for a class of Wiener-Poisson driven stochastic processes

DOI10.1023/A:1008254602650zbMATH Open0880.93051MaRDI QIDQ1363314FDOQ1363314

Authors: Raghib Abu-Saris, Floyd B. Hanson 

Publication date: 7 August 1997

Published in: Dynamics and Control (Search for Journal in Brave)

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zbMATH Keywords

jump diffusionssuboptimal filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (2)

• Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements
• Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump

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