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

DOI10.1080/00207727308920066MaRDI QIDQ3213055zbMATH OpenOpenAlexFDO

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)

Cited in

(1)

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

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