On the simulation of continuous non-linear filters A comparative study of second- and third-order approximations

DOI10.1080/00207727308920066zbMATH Open0269.93071OpenAlexW2003060299MaRDI QIDQ3213055FDOQ3213055

Authors: V. P. Leung, L. Padmanabhan 

Publication date: 1973

Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207727308920066

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10)

Cites Work

• Title not available (Why is that?)

Cited In (1)

• The Kalman-Bucy method of optimal filtering and its generalizations

This page was built for publication: On the simulation of continuous non-linear filters A comparative study of second- and third-order approximations

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3213055)