Numerically Efficient Filtering and Prediction in Stochastic Differential Algebraic Equations

John Bagterp Jørgensen, Morten Rode Kristensen, Per Grove Thomsen, Henrik Madsen

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

Original language	English
Title of host publication	International Workshop on Assessment and Future Directions of Nonlinear Model Predictive Control
Publication date	2005
Pages	459-466
Publication status	Published - 2005

Access to Document

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title = "Numerically Efficient Filtering and Prediction in Stochastic Differential Algebraic Equations",

author = "J{\o}rgensen, {John Bagterp} and Kristensen, {Morten Rode} and Thomsen, {Per Grove} and Henrik Madsen",

year = "2005",

language = "English",

pages = "459--466",

booktitle = "International Workshop on Assessment and Future Directions of Nonlinear Model Predictive Control",

}

Numerically Efficient Filtering and Prediction in Stochastic Differential Algebraic Equations. / Jørgensen, John Bagterp; Kristensen, Morten Rode; Thomsen, Per Grove et al.
International Workshop on Assessment and Future Directions of Nonlinear Model Predictive Control. 2005. p. 459-466.

Research output: Chapter in Book/Report/Conference proceeding › Article in proceedings › Research › peer-review

TY - GEN

T1 - Numerically Efficient Filtering and Prediction in Stochastic Differential Algebraic Equations

AU - Jørgensen, John Bagterp

AU - Kristensen, Morten Rode

AU - Thomsen, Per Grove

AU - Madsen, Henrik

PY - 2005

Y1 - 2005

M3 - Article in proceedings

SP - 459

EP - 466

BT - International Workshop on Assessment and Future Directions of Nonlinear Model Predictive Control

ER -