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 proceedingArticle in proceedingsResearchpeer-review

Original languageEnglish
Title of host publicationInternational Workshop on Assessment and Future Directions of Nonlinear Model Predictive Control
Publication date2005
Pages459-466
Publication statusPublished - 2005

Cite this

Jørgensen, J. B., Kristensen, M. R., Thomsen, P. G., & Madsen, H. (2005). Numerically Efficient Filtering and Prediction in Stochastic Differential Algebraic Equations. In International Workshop on Assessment and Future Directions of Nonlinear Model Predictive Control (pp. 459-466) http://www2.imm.dtu.dk/pubdb/p.php?4113