Automatica, Vol.45, No.4, 928-935, 2009
A separation theorem for nonlinear systems
In this paper we have obtained a nonlinear separation result for controlled stochastic systems. The result is based on a sequential technique, introduced by the second author, which has been applied with significant success for nonlinear deterministic systems. (C) 2009 Elsevier Ltd. All rights reserved.
Keywords:Nonlinear filters;Nonlinear systems;Nonlinear control;Kalman filters;Stochastic systems;Stochastic control;Stochastic theory;Filtering theory;Filtering techniques