Special solutions to some Kolmogorov equations arising from cubic sensor problems

DOI10.4310/CIS.2007.V7.N2.A6MaRDI QIDQ936484zbMATH OpenOpenAlexFDO

Authors Lixing Jia, Stephen Yau, Ru-Xu Du

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

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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