On Linearization of Stochastic Differential Equations of Optimal Nonlinear Filtering
| Autor: | L. G. Vetrov |
|---|---|
| Rok vydání: | 1981 |
| Předmět: |
Statistics and Probability
Malliavin calculus Stochastic partial differential equation Nonlinear system Stochastic differential equation symbols.namesake Control theory Linearization Runge–Kutta method symbols Feedback linearization Statistics Probability and Uncertainty Differential algebraic equation Mathematics |
| Zdroj: | Theory of Probability & Its Applications. 25:393-401 |
| ISSN: | 1095-7219 0040-585X |
| DOI: | 10.1137/1125051 |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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