Nonlinear Filtering and Control of a Switching Diffusion with Small Observation Noise
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Control and Optimization
Link
http://epubs.siam.org/doi/pdf/10.1137/S0363012997315440
Reference11 articles.
1. Stochastic Control of Partially Observable Systems
2. The interacting multiple model algorithm for systems with Markovian switching coefficients
3. Optimal adaptive LQG control for systems with finite state process parameters
4. Piecewise monotone filtering in discrete-time with small observation noise
5. Piecewise Monotone Filtering with Small Observation Noise
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