Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises

DOI10.1016/S0304-4149(98)00037-4zbMath0927.93054MaRDI QIDQ1805792

Paolo Vidoni, Marco Ferrante

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

zbMATH Keywords

stochastic filtering; stochastic difference equations; finite dimensional filters; product of positive random variables

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

93C55: Discrete-time control/observation systems

60G35: Signal detection and filtering (aspects of stochastic processes)

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