Finite-Dimensional Filtering and Control for Continuous-Time Nonlinear Systems

DOI10.1081/SAP-120028607zbMath1151.93437MaRDI QIDQ3158153

Robert J. Elliott, Lakhdar Aggoun, Ali Benmerzouga

Publication date: 20 January 2005

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

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E20: Optimal stochastic control

93E03: Stochastic systems in control theory (general)

Cites Work

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