A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems

Francesco Carravetta, Alfredo Germani, Marat K. Shuakayev. A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems. SIAM J. Control and Optimization, 38(4):1171-1203, 2000. [doi]

Abstract

Abstract is missing.