• DocumentCode
    336681
  • Title

    Recent advance in computing Kolmogorov equation arising from nonlinear filtering

  • Author

    Yau, Stephen S T ; Wu, Xi ; Lin, Ke-Pao

  • Author_Institution
    Dept. of Math. Stat. & Comput. Sci., Illinois Univ., Chicago, IL, USA
  • Volume
    3
  • fYear
    1998
  • fDate
    1998
  • Firstpage
    2904
  • Abstract
    It is well known that the Kolmogorov equation is a fundamental equation in applied science, especially in electrical engineering. We present two closed form solutions to the Kolmogorov equation which plays an essential role in nonlinear filtering
  • Keywords
    filtering theory; nonlinear filters; partial differential equations; Kolmogorov equation; closed form solutions; nonlinear filtering; Closed-form solution; Differential equations; Filtering; Mathematics; Nonlinear equations; Nonlinear filters; Partial differential equations; Polynomials; Robustness; Statistics;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
  • Conference_Location
    Tampa, FL
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4394-8
  • Type

    conf

  • DOI
    10.1109/CDC.1998.757918
  • Filename
    757918
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=336681