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A lower and upper bound on the a priori optimal mean square error is used to study the stationary behavior of one dimensional nonlinear filters. The long time behavior as t--> INFINITY for asymptotically linear systems is ...

A rich collection of analytical tools based on differential geometric methods has been developed for the analysis and design of nonlinear control systems. The concept of feedback equivalence among nonlinear systems is used ...

The asymptotic behavior as a small parameter EPSILON --> 0 is investigated for one dimensional nonlinear filtering problems. Both weakly nonlinear systems (WNL) and systems measured through a low noise channel are considered. ...

A lower and upper bound approach on the optimal mean square error is used to study the asymptotic behavior of one dimensional nonlinear filters. Two aspects are treated: (1) The long time behavior (t --> INFINITY). (2) The ...

Using homogenization theory we treat the problem of controlled diffusions in a random medium with rapidly varying composition. This involves homogenization of a nonlinear Bellman dynamic programming equation with rapidly ...

A rich collection of analytical tools based on differential geometric methods has been developed for the analysis and design of nonlinear control systems. The concept of feedback equivalence among nonlinear systems is used ...

The detection search problem is the identification of search paths for a specified time interval [0,T], so that the expected number of surviving targets at time T is minimized. The problem can be solved in real time only ...