Showing math.OCShow all
2 papers · 1 filter
math.OC2026
Well-posedness of Filtering Equations in Weighted Sobolev Spaces with Unbounded System Coefficients
Zeju Sun, Songlin Zhou, Stephen S. -T. Yau
Nonlinear filtering problem is one of the core subjects in modern control theory. In this paper, we will study the well-posedness of the three fundamental evolution equations arisi…
math.OC2024
On the Convergence Analysis of Yau-Yau Nonlinear Filtering Algorithm: from a Probabilistic Perspective
Zeju Sun, Xiuqiong Chen, Stephen S. -T. Yau
At the beginning of this century, a real time solution of the nonlinear filtering problem without memory was proposed in [1, 2] by the third author and his collaborator, and it is…