Approximation of nonlinear filters for Markov systems with delayed observations

SIAM Journal on Control and Optimization

Volumn 45, Issue 2, 2006, Pages 599-633

  Calzolari, Antonella ^a   Florchinger, Patrick ^b   Nappo, Giovanna ^c  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

^b UNIVERSITÉ DE LORRAINE   (France)

^c SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Approximation of stochastic processes; Jump processes; Markov processes; Nonlinear filtering

Indexed keywords

APPROXIMATION THEORY; DELAY CONTROL SYSTEMS; NONLINEAR FILTERING; NONLINEAR SYSTEMS; PROBLEM SOLVING;

JUMP PROCESSES;

MARKOV PROCESSES;

EID: 33947245055     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/050623504     Document Type: Article

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