Optimal linear finite-dimensional filtering for vector bilinear stochastic differential systems

Proceedings of the IEEE Conference on Decision and Control

Volumn 3, Issue , 1998, Pages 2906-2907

  Carravetta, Francesco ^a   Germani, Alfredo ^a  

^a Istituto di Analisi dei Sistemi ed   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

KALMAN FILTERING; LINEAR CONTROL SYSTEMS; OPTIMAL CONTROL SYSTEMS; VECTORS;

BILINEAR STOCHASTIC DIFFERENTIAL CONTROL SYSTEMS; KALMAN-BUCY FILTERING SYSTEM; WIENER PROCESSES;

STOCHASTIC CONTROL SYSTEMS;

EID: 0032273932     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Article

References (5)