Publications of Francesco Carravetta

This page shows all publications that appeared in the IASI annual research reports. Authors currently affiliated with the Institute are always listed with the full name.

You can browse through them using either the links of the following line or those associated with author names.

Show all publications of the year  ALL, with author Carravetta F., in the category IASI Research Reports (or show them all):


IASI Research Report n. 510  (Previous    Next)  

Francesco Carravetta, Alfredo Germani, Costanzo Manes

Filtering of nonlinear stochastic feedback systems

ABSTRACT
This paper concerns the filtering problem for the class of stochastic nonlinear systems endowed with an output feedback, for which there exists a finite-dimensional filter. It is proven that the optimal filter for the open-loop system remains optimal when the feedback is closed. The result holds whatever the noise distribution may be.
back
- - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - -