Poisson's Equation in Nonlinear Filtering

Richard S. Laugesen, Prashant G. Mehta, Sean P. Meyn, Maxim Raginsky. Poisson's Equation in Nonlinear Filtering. SIAM J. Control and Optimization, 53(1):501-525, 2015. [doi]

Authors

Richard S. Laugesen

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Prashant G. Mehta

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Sean P. Meyn

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Maxim Raginsky

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