Approximation and limit results for nonlinear filters over an infinite time interval

SIAM Journal on Control and Optimization

Volumn 37, Issue 6, 1999, Pages 1946-1979

  Budhiraja, Amarjit ^a   Kushner, Harold J ^b  

^a UNIVERSITY OF NOTRE DAME   (United States)

^b BROWN UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

APPROXIMATION THEORY; MATHEMATICAL MODELS; OPTIMIZATION; SAMPLING; SPURIOUS SIGNAL NOISE;

INFINITE TIME FILTERING; JUMP DIFFUSION;

NONLINEAR FILTERING;

EID: 0033184461     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012997328178     Document Type: Article

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