An alternative approach to non-linear filtering†

DOI10.1080/00207728108963784zbMath0469.93070MaRDI QIDQ3924069

Yaakov Yavin

Publication date: 1981

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728108963784

zbMATH Keywords

stochastic differential equation; observers; Wiener processes; nonlinear filtering; nonlinear stochastic systems; gain matrix

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

93E10: Estimation and detection in stochastic control theory

93B07: Observability

93E03: Stochastic systems in control theory (general)

Related Items

An alternative approach to non-linear filtering: maximizing the probability of hitting a target set†‡

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