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Special solutions to some Kolmogorov equations arising from cubic sensor problems

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Publication:936484
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DOI10.4310/CIS.2007.V7.N2.A6zbMATH Open1143.93348OpenAlexW2000205715MaRDI QIDQ936484FDOQ936484


Authors: Lixing Jia, Stephen Yau, Ru-Xu Du Edit this on Wikidata


Publication date: 14 August 2008

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cis/1184963919




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zbMATH Keywords

nonlinear filtering theorysignal observationmodel in Itô form


Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Nonlinear systems in control theory (93C10)







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