Impulse control in Kalman-like filtering problems.

Basin, Michael V., and Pinsky, Mark A.. "Impulse control in Kalman-like filtering problems.." Journal of Applied Mathematics and Stochastic Analysis 11.1 (1998): 1-8. <http://eudml.org/doc/48055>.

@article{Basin1998,
author = {Basin, Michael V., Pinsky, Mark A.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {filtering equations; impulse control approach; Kalman-like filtering problems; transition matrix; observation equation; scalar nonlinear state and nonlinear observation equations},
language = {eng},
number = {1},
pages = {1-8},
publisher = {Hindawi Publishing Corporation, New York},
title = {Impulse control in Kalman-like filtering problems.},
url = {http://eudml.org/doc/48055},
volume = {11},
year = {1998},
}

TY - JOUR
AU - Basin, Michael V.
AU - Pinsky, Mark A.
TI - Impulse control in Kalman-like filtering problems.
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1998
PB - Hindawi Publishing Corporation, New York
VL - 11
IS - 1
SP - 1
EP - 8
LA - eng
KW - filtering equations; impulse control approach; Kalman-like filtering problems; transition matrix; observation equation; scalar nonlinear state and nonlinear observation equations
UR - http://eudml.org/doc/48055
ER -