Recursive nonlinear filter for a continuous discrete-time model: separation of parameters and observations

DOI10.1109/9.704992zbMath0957.93085OpenAlexW2156254905MaRDI QIDQ4506536

Boris L. Rosovskii, Sergey V. Lototsky

Publication date: 17 October 2000

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

Full work available at URL: https://semanticscholar.org/paper/8af8156f2336e4eb42efb4d843090785f2a31363

zbMATH Keywords

nonlinear filteringFokker-Planck equationsreal time

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

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