Real time solution of the nonlinear filtering problem without memory II

SIAM Journal on Control and Optimization

Volumn 47, Issue 1, 2008, Pages 163-195

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

^a HARVARD UNIVERSITY   (United States)

^b EAST CHINA NORMAL UNIVERSITY   (China)

^c UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

Author keywords

Conditional probability density; DMZ equation; Kolmogorov equation; Nonlinear filtering

Indexed keywords

CENTRAL PROBLEMS; CONDITIONAL PROBABILITY DENSITY; DMZ EQUATION; DMZ EQUATIONS; ENGINEERING PROBLEMS; ERROR ESTIMATES; KOLMOGOROV EQUATION; KOLMOGOROV EQUATIONS; MILD CONDITIONS; NONLINEAR FILTERING PROBLEMS; NUMERICAL COMPUTATIONS; REAL TIMES; WEAK SOLUTIONS;

CONVERGENCE OF NUMERICAL METHODS; FILTRATION; MILITARY APPLICATIONS; NONLINEAR EQUATIONS; NONLINEAR FILTERING; PROBABILITY DENSITY FUNCTION; SIGNAL FILTERING AND PREDICTION;

PROBLEM SOLVING;

EID: 55349117484     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/050648353     Document Type: Article

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