An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods (Q801869)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods |
scientific article |
Statements
An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods (English)
0 references
1984
0 references
The author extends some nonlinear filtering examples of \textit{V. Beneš} [Stochastics 5, 65-92 (1981; Zbl 0458.60030)] to include unknown initial conditions and time dependent drift terms. These results give examples of nonlinear filtering problems that possess finite dimensional filters. Some identification problems are also considered.
0 references
nonlinear filtering
0 references
finite dimensional filters
0 references
