Filtering for nonlinear systems driven by nonwhite noises:an approximation scheme
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Publication:3141174
DOI10.1080/17442509308833842zbMath0786.60058OpenAlexW2069469091MaRDI QIDQ3141174
Wolfgang J. Runggaldier, Hayri Korezlioglu
Publication date: 21 April 1994
Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442509308833842
Gaussian processestime discretizationnonlinear filtering problemMarkovian representationrational spectral densities
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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