A bound approach to asymptotic optimality in non-linear filtering of diffusion processes-Reference-Cited by-同舟云学术

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A bound approach to asymptotic optimality in non-linear filtering of diffusion processes

Published:1989-09 Issue:5 Volume:25 Page:729-738
ISSN:0005-1098
Container-title:Automatica
language:en
Short-container-title:Automatica

Author:

Saydy L.,Blankenship G.L.

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference21 articles.

1. Stochastic Differential Equations;Arnold,1974

2. Nonlinear filtering of diffusion processes;Baras,1981

3. Exact finite dimensional filters for certain diffusions with nonlinear drifts;Benes;Stochastics,1981

4. Asymptotic analysis in mathematical physics and control theory: some problems with common features;Blankenship;Ric. Automatica,1979

5. Some approximation methods in nonlinear filtering;Blankenship,1980

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