Stiffness of approximate nonlinear filtering equations

zbMath1081.93529MaRDI QIDQ1881847

A. V. Eliseev, Yu. G. Bulychev

Publication date: 18 October 2004

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsMarkov processesdynamic systemsnonlinear filtering algorithms

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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