"Nonlinear filtering for stochastic systems with fixed delay: Approximation ..."

Antonella Calzolari, Patrick Florchinger, Giovanna Nappo (2011)

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DOI: 10.1016/J.CAMWA.2011.02.036

access: open

type: Journal Article

metadata version: 2021-02-11

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Antonella Calzolari, Patrick Florchinger, Giovanna Nappo:
Nonlinear filtering for stochastic systems with fixed delay: Approximation by a modified Milstein scheme. Comput. Math. Appl. 61(9): 2498-2509 (2011)

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