Formal algorithms for continuous-time non-linear filtering and smoothing†
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Publication:5629502
DOI10.1080/00207177008905985zbMath0223.93037OpenAlexW2149995684MaRDI QIDQ5629502
Publication date: 1970
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207177008905985
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Data smoothing in stochastic control theory (93E14) Stochastic systems in control theory (general) (93E03) Dynamical systems and ergodic theory (37-XX)
Related Items (4)
A review of process identification and parameter estimation techniques† ⋮ Partitioned estimation algorithms. I: Nonlinear estimation ⋮ Nonlinear smoothing: Approximate algorithms ⋮ A survey of data smoothing for linear and nonlinear dynamic systems
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