Explicit solution of DMZ equation in nonlinear filtering via solution of ODEs

DOI10.1109/TAC.2003.809169zbMATH Open1364.93818MaRDI QIDQ5266925FDOQ5266925

Yuen-Tai Lai, Stephen Yau

Publication date: 20 June 2017

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (2)

• Estimation of indirectly observable Langevin states: path integral solution using statistical physics methods
• Direct method for Yau filtering system with nonlinear observations

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