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SIAMCO
2002
72views more  SIAMCO 2002»
13 years 4 months ago
Filtering of Nonlinear Stochastic Feedback Systems
This paper concerns the filtering problem for a class of stochastic nonlinear systems where the drift term may depend either on some external function (open-loop system) or on the ...
Francesco Carravetta, Alfredo Germani, Robert Sh. ...
CDC
2009
IEEE
116views Control Systems» more  CDC 2009»
13 years 8 months ago
On the linear-exponential filtering problem for general Gaussian processes
The explicit solution of the filtering problem with exponential criteria for a general Gaussian signal is obtained through an approach which is based on a conditional Cameron-Mart...
Marina L. Kleptsyna, Alain Le Breton, Michel Viot