Abstract We consider a nonlinear filtering problem with observations of the mixed type. With reference to such a problem we discuss the concept of robustness, describe an approximation approach and show its robustness properties.


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    Title :

    On robust approximations in nonlinear filtering


    Contributors:


    Publication date :

    1982-01-01


    Size :

    8 pages





    Type of media :

    Article/Chapter (Book)


    Type of material :

    Electronic Resource


    Language :

    English




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