Nonlinear filtering for systems with random structure

DOI10.1109/TAC.1986.1104164MaRDI QIDQ4723657zbMATH OpenOpenAlexWikidataFDO

Authors Kenneth A. Loparo, Zvi S. Roth, Steven J. Eckert

Publication date 1986

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

Full work available at URL https://doi.org/10.1109/tac.1986.1104164

zbMATH Keywords

Zakai equationapproximate filtersrandom structure systemsseries connection of Kalman filters

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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