New direct method for Yau filtering system with arbitrary initial conditions

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 1996, Pages 2355-3592

  Yau, Stephen S T ^a   Hu, Guo Qing ^a  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGEBRA; DIFFERENTIAL EQUATIONS; RICCATI EQUATIONS; STATE SPACE METHODS; STATISTICAL METHODS; TIME VARYING SYSTEMS;

DUNCAN-MORTENSEN-ZAKAI EQUATION; LIE ALGEBRA METHOD; YAU FILTERING SYSTEM;

KALMAN FILTERING;

EID: 0030411608     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Review

References (23)