Exact sequential filtering, smoothing and prediction for nonlinear systems

DOI10.1016/0362-546X(88)90018-1zbMath0664.93076MaRDI QIDQ5903878

Robert E. Kalaba, Leigh Tesfatsion

Publication date: 1988

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

prediction; smoothing; discrete-time systems; nonlinear filtering

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

93C55: Discrete-time control/observation systems

93E14: Data smoothing in stochastic control theory

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