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International Journal of Systems Science Volume 13, 1982 - Issue 3
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Original Articles

An alternative approach to non-linear filtering: maximizing the probability of hitting a target set†‡

Y. YAVIN National Research Institute for Mathematical Sciences of the CSIR, P.O. Box 395, Pretoria, 0001, South Africa
Pages 289-299 | Received 24 Nov 1981, Published online: 10 May 2007

REFERENCES

  • FISHER , J. R. , 1967 , Adv. Control Systems , 5 , 197 .
  • GIHMAN , I. I. , and SKOROHOD , A. V. , 1972 , Stochastic Differential Equations ( Berlin Springer ).
  • HALMOS , P. R. , 1969 , Measure Theory ( New York Van Nostrand-Reinhold ).
  • MAHNO , S. JA. , 1977 , Theor. Prob. Math. Statist. , 13 , 116 .
  • STROOOK , W. W. , and VARADHAN , S. R. S. , 1969 , Comm. Pure, Appl. Math. , 22 , 345 , 479 .
  • TARN , T. J. , and RASIS , Y. , 1976 , I.E.E.E. Trans. autom. Control , 21 , 441 .
  • YAVIN , Y. , and REUTER , G. , 1981 , Int. J. Systems Sci. , 12 , 147 .
  • YAVIN , Y. , 1981a , Int. J. Systems Sci. , 12 , 795 ; 1981b, Ibid., 12, 1061 .
  • †This work was partially supported by a grant from Control Data.
  • ‡A part of this paper is to be presented at the Symposium on Control Theory and Applications, 17-18 June 1982, CSIR, Pretoria.

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