Filtering, Stability, and Robustness
<p>The theory of nonlinear filtering concerns the optimal estimation of a Markov signal in noisy observations. Such estimates necessarily depend on the model that is chosen for the signal and observations processes. This thesis studies the sensitivity of the filter to the choice of underlyin...
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| Format: | Others |
| Language: | en |
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2007
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| Online Access: | https://thesis.library.caltech.edu/4971/1/CIT.pdf van Handel, Ramon (2007) Filtering, Stability, and Robustness. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/4p53-1h42. https://resolver.caltech.edu/CaltechETD:etd-12122006-164640 <https://resolver.caltech.edu/CaltechETD:etd-12122006-164640> |
Internet
https://thesis.library.caltech.edu/4971/1/CIT.pdfvan Handel, Ramon (2007) Filtering, Stability, and Robustness. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/4p53-1h42. https://resolver.caltech.edu/CaltechETD:etd-12122006-164640 <https://resolver.caltech.edu/CaltechETD:etd-12122006-164640>