Title :
On girsanov linearization of stochastic systems and application to filtering
Author :
Lara, M. Cohende ; Levine, J.
Author_Institution :
ENPC, ENSMP
Keywords :
Control systems; Control theory; Differential equations; Feedback control; Filtering; Nonlinear control systems; Nonlinear filters; Stochastic processes; Stochastic systems; Vectors;
Conference_Titel :
Control and Applications, 1989. Proceedings. ICCON '89. IEEE International Conference on
DOI :
10.1109/ICCON.1989.770591
