This paper concerns the filtering problem for the class of stochastic nonlinear systems on which an output feedback can be closed. It is proven that the optimal filter for the open-loop system remains optimal when the feedback is closed
Filtering of nonlinear stochastic feedback systems
GERMANI, Alfredo;MANES, COSTANZO
2000-01-01
Abstract
This paper concerns the filtering problem for the class of stochastic nonlinear systems on which an output feedback can be closed. It is proven that the optimal filter for the open-loop system remains optimal when the feedback is closedFile in questo prodotto:
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