Approximation of the Kushner equation for nonlinear filtering

SIAM Journal on Control and Optimization

Volumn 38, Issue 3, 2000, Pages 893-915

  Ito, Kazufumi ^a   Rozovskii, Boris ^b  

^a NORTH CAROLINA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Kushner equation; Operator splitting method

Indexed keywords

EID: 0000889320     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012998344270     Document Type: Article

References (22)

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