Nonlinear filtering of an interactive multiple model with small observation noise: numerical methods∗

DOI10.1080/07362999808809554zbMath0910.93081MaRDI QIDQ4208310

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Publication date: 18 November 1998

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999808809554

zbMATH Keywords

parameter identification; nonlinear filtering; switchings; discrete-time system; asymptotic estimation

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

93C55: Discrete-time control/observation systems

60G35: Signal detection and filtering (aspects of stochastic processes)

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Cites Work

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