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On robust approximations in nonlinear filtering

  • Part II : Filter Theory
  • Conference paper
  • First Online:
Stochastic Differential Systems

Part of the book series: Lecture Notes in Control and Information Sciences ((LNCIS,volume 43))

Abstract

We consider a nonlinear filtering problem with observations of the mixed type. With reference to such a problem we discuss the concept of robustness, describe an approximation approach and show its robustness properties.

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References

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Author information

Authors and Affiliations

  1. Ladseb-Cnr and Istituto di Elettrotecnica, Università di Padova, I-35100, Padova, Italy

    Giovanni B. Di Masi

  2. Seminario Matematico, Università di Padova, I-35100, Padova, Italy

    Wolfgang J. Runggaldier

Authors
  1. Giovanni B. Di Masi
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  2. Wolfgang J. Runggaldier
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Editor information

M. Kohlmann N. Christopeit

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© 1982 Springer-Verlag

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Di Masi, G.B., Runggaldier, W.J. (1982). On robust approximations in nonlinear filtering. In: Kohlmann, M., Christopeit, N. (eds) Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 43. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0044299

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  • DOI: https://doi.org/10.1007/BFb0044299

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  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-12061-2

  • Online ISBN: 978-3-540-39518-8

  • eBook Packages: Springer Book Archive

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