Nonlinear Filtering Revisited: A Spectral Approach
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Publication:4337413
DOI10.1137/S0363012993248918zbMath0873.60030OpenAlexW2178464435MaRDI QIDQ4337413
Remigijus Mikulevičius, Sergey V. Lototsky, Boris L. Rosovskii
Publication date: 26 October 1997
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012993248918
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
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