relation: https://pure.iiasa.ac.at/id/eprint/14150/
title: On stochastic filtering approximations of estimation problems for systems with uncertainty∗
creator: Kurzhanski, A.
description: This paper considers estimating the state of a discrete-time linear system in which the values of an unobserved disturbance process are only known to lie in certain prescribed sets. By introducing additional stochastic disturbances it is shown that this problem can be approximated to arbitrarily high accuracy by the solution of a Kalman filtering problem
publisher: Taylor and Francis
date: 1988
type: Article
type: PeerReviewed
identifier:   Kurzhanski, A. <https://pure.iiasa.ac.at/view/iiasa/2088.html>  (1988).  On stochastic filtering approximations of estimation problems for systems with uncertainty∗.   Stochastics 23 (2) 109-130. 10.1080/17442508808833485 <https://doi.org/10.1080/17442508808833485>.       
relation: 10.1080/17442508808833485
identifier: 10.1080/17442508808833485
doi: 10.1080/17442508808833485