New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theore...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2008.
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| Series: | Lecture Notes in Control and Information Sciences,
380 |
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| Online Access: | Full Text via HEAL-Link |
