Robust continuous-time smoothers-without two-sided stochastic integrals.

Vikram Krishnamurthy Robert J. Elliott

Published in: CDC (2000)

Keyphrases

markov processes
stochastic processes
information systems
robust estimation
stochastic optimization
machine learning
learning algorithm
artificial intelligence
search engine
website
control system
least squares
computationally efficient
partial occlusion
smoothing algorithm
stochastic nature