A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the Mortensen observer
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Publication:5376686
DOI10.1051/cocv/2017077zbMath1414.93192OpenAlexW2772644336MaRDI QIDQ5376686
Publication date: 17 May 2019
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-01671271v2/file/HJBarticleCR-Final-withFigure.pdf
Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55)
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