On stochastic filtering approximations of estimation problems for systems with uncertainty∗

DOI10.1080/17442508808833485zbMath0633.60060OpenAlexW2078916131MaRDI QIDQ3771341

Alexander B. Kurzhanski

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833485

zbMATH Keywords

nonlinear filteringBayes formulatotal-variation normdiscrete- approximation-method

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (2)

Alexander Borisovich Kurzhanskiĭ (on the occasion of his 75th birthday) ⋮ Disturbance observer-based disturbance attenuation control for a class of stochastic systems

Cites Work

• Convex Analysis
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