A new nonlinear filter

DOI10.4310/CIS.2006.v6.n3.a4zbMath1132.93045OpenAlexW2047257608MaRDI QIDQ2474733

Robert J. Elliot, Simon Haykin

Publication date: 6 March 2008

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.4310/cis.2006.v6.n3.a4

zbMATH Keywords

Gaussian sumdiscrete time filterconvolution Zakai equation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

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