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 closed
978-078036638-1
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11697/35466
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