×

Near-optimal non-linear filtering using quasi-moment functions. (English) Zbl 0199.49203


MSC:

93E11 Filtering in stochastic control theory

Keywords:

control theory
Full Text: DOI

References:

[1] DOOB J. L., Stochastic Processes (1953)
[2] FISHER , J. R. , 1966 , Ph.D. Dissertation , University of California , Los Angeles .
[3] FISHER J. R., J.E.E.E. Trans. Inform. Theory 13 (4) pp 558– (1967) · Zbl 0168.40401 · doi:10.1109/TIT.1967.1054062
[4] GNEDENKO B. V., Limit Distributions for Sums of Independent Random Variables (1954) · Zbl 0056.36001
[5] KALMAN , R. E. , 1963 ,Proc. of the First Symposium on Engineering Applications of Random Function Theory and Probability( New York Wiley ), p. 280 .
[6] KUSHNER H. J., I.E.E.E. Trans. autom. Control 12 (5) pp 546– (1967) · doi:10.1109/TAC.1967.1098671
[7] SCHWARTZ , L. , 1966 , Ph.D. Dissertation , University of Cailfornia , Los Angeles .
[8] STRATONOVICH R. L., Topics in the Theory of Random Noise (1963) · Zbl 0119.14502
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.