A Martingale-Free Introduction to Conditional Gaussian Nonlinear Systems
The conditional Gaussian nonlinear system (CGNS) is a broad class of nonlinear stochastic dynamical systems. Given the trajectories for a subset of state variables, the remaining follow a Gaussian distribution. Despite the conditionally linear structure, the CGNS exhibits strong nonlinearity, thus c...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-12-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/27/1/2 |
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