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

DOI10.1109/TAC.2003.809169MaRDI QIDQ5266925zbMATH OpenFDO

Authors 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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