Solution of filtering problem with nonlinear observations

SIAM Journal on Control and Optimization

Volumn 44, Issue 3, 2006, Pages 1019-1039

  Yau, Stephen S T ^a,b   Yau, Shing Tung ^c  

^a UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

^b EAST CHINA NORMAL UNIVERSITY   (China)

^c HARVARD UNIVERSITY   (United States)

Author keywords

DMZ equation; Filtering problem; Kolmogorov equation; Nonlinear observations; Real time computation

Indexed keywords

DMZ EQUATION; FILTERING PROBLEM; KOLMOGOROV EQUATION; NONLINEAR OBSERVATIONS; REAL TIME COMPUTATION;

KALMAN FILTERING; NONLINEAR SYSTEMS; NUMERICAL METHODS; POLYNOMIALS;

PROBLEM SOLVING;

EID: 33646554492     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012902411970     Document Type: Article

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