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

Vikram Krishnamurthy Robert J. Elliott

Published in: IEEE Trans. Autom. Control. (2002)

Keyphrases

markov processes
stochastic processes
partial occlusion
smoothing algorithm
database
dynamical systems
state space
multistage
non stationary
markov chain
fuzzy numbers
robust estimation
stochastic model
stochastic optimization
probabilistic model
stochastic programming
dynamic programming