Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (Q4810933): Difference between revisions

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scientific article; zbMATH DE number 2092151

Language	Label	Description	Also known as
English	Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise	scientific article; zbMATH DE number 2092151

Statements

instance of

scholarly article

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title

Local linearization filters for non-linear continuous-discrete state space models with multiplicative noise (English)

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International Journal of Control

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publication date

17 August 2004

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1080/0020717031000138214

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cites work

Q5619190

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Martingale estimation functions for discretely observed diffusion processes

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Approximate nonlinear filtering by projection on exponential manifolds of densities

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Exact finite-dimensional nonlinear filters

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Q5689624

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On Krylov Subspace Approximations to the Matrix Exponential Operator

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A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations

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Linear estimation of continuous-discrete linear state space models with multiplicative noise

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Simulation of stochastic differential equations through the local linearization method. A comparative study

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Q5623579

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Q4714065

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Estimation: A brief survey

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Q4039873

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A local linearization approach to nonlinear filtering

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An innovation approach to non-Gaussian time series analysis

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The Role of the Likelihood Function in the Estimation of Chaos Models

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A comparative study of maximum likelihood estimators for nonlinear dynamical system models

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Expokit

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Nonlinear EEG analysis based on a neural mass model

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Computing integrals involving the matrix exponential

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Identifiers

zbMATH Open document ID

1048.93090

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DOI

10.1080/0020717031000138214

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:4810933

@@ Property / full work available at URL @@
+https://doi.org/10.1080/0020717031000138214
+Normal rank
@@ Property / OpenAlex ID @@
+W2161337392
@@ Property / OpenAlex ID: W2161337392 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5619190
@@ Property / cites work: Q5619190 / rank @@
+Normal rank
@@ Property / cites work @@
+Martingale estimation functions for discretely observed diffusion processes
+Normal rank
@@ Property / cites work @@
+Approximate nonlinear filtering by projection on exponential manifolds of densities
+Normal rank
@@ Property / cites work @@
+Exact finite-dimensional nonlinear filters
@@ Property / cites work: Exact finite-dimensional nonlinear filters / rank @@
+Normal rank
@@ Property / cites work @@
+Q5689624
@@ Property / cites work: Q5689624 / rank @@
+Normal rank
@@ Property / cites work @@
+On Krylov Subspace Approximations to the Matrix Exponential Operator
+Normal rank
@@ Property / cites work @@
+A simple algebraic expression to evaluate the local linearization schemes for stochastic differential equations
+Normal rank
@@ Property / cites work @@
+Linear estimation of continuous-discrete linear state space models with multiplicative noise
+Normal rank
@@ Property / cites work @@
+Simulation of stochastic differential equations through the local linearization method. A comparative study
+Normal rank
@@ Property / cites work @@
+Q5623579
@@ Property / cites work: Q5623579 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4714065
@@ Property / cites work: Q4714065 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation: A brief survey
@@ Property / cites work: Estimation: A brief survey / rank @@
+Normal rank
@@ Property / cites work @@
+Q4039873
@@ Property / cites work: Q4039873 / rank @@
+Normal rank
@@ Property / cites work @@
+A local linearization approach to nonlinear filtering
+Normal rank
@@ Property / cites work @@
+An innovation approach to non-Gaussian time series analysis
+Normal rank
@@ Property / cites work @@
+The Role of the Likelihood Function in the Estimation of Chaos Models
+Normal rank
@@ Property / cites work @@
+A comparative study of maximum likelihood estimators for nonlinear dynamical system models
+Normal rank
@@ Property / cites work @@
+Expokit
@@ Property / cites work: Expokit / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear EEG analysis based on a neural mass model
+Normal rank
@@ Property / cites work @@
+Computing integrals involving the matrix exponential
+Normal rank