On the geometric structure of Bryson-Johansen filter and stochastic observer

DOI10.1109/TAC.1980.1102491zbMath0451.93058MaRDI QIDQ3898411

Katsuo Yonezawa, Cornelius T. Leondes

Publication date: 1980

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

93C99: Model systems in control theory

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