Robust smoother dynamics for Poisson processes driven by an Itô diffusion

Proceedings of the IEEE Conference on Decision and Control

Volumn 1, Issue , 2001, Pages 376-381

  Elliott, Robert J ^a   Malcolm, William P ^a  

^a UNIVERSITY OF CALGARY   (Canada)

Author keywords

Duncan Mortenson Zakai Equations; Martingales; Poisson Processes; Reference Probability

Indexed keywords

ALGORITHMS; MARKOV PROCESSES; PROBABILITY; ROBUSTNESS (CONTROL SYSTEMS); STATE ESTIMATION;

POISSON PROCESSES;

DISCRETE TIME CONTROL SYSTEMS;

EID: 0035712810     PISSN: 01912216     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (17)

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