Third-order approximate Kushner filter for a non-linear dynamical system
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Publication:5485930
DOI10.1080/00207170600800124zbMath1125.93066OpenAlexW2100652733MaRDI QIDQ5485930
Shambhu N. Sharma, Harish Parthasarathy, J. R. P. Gupta
Publication date: 4 September 2006
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207170600800124
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
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