Stiffness of approximate nonlinear filtering equations

MaRDI QIDQ1881847zbMATH OpenFDO

Authors Yu. G. Bulychev, A. V. Eliseev

Publication date 18 October 2004

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Markov processesstochastic differential equationsdynamic systemsnonlinear filtering algorithms

Mathematics Subject Classification ID

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

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