Approximation of Nonlinear Filters for Markov Systems with Delayed Observations
From MaRDI portal
Publication:3427784
DOI10.1137/050623504zbMath1109.93043MaRDI QIDQ3427784
Patrick Florchinger, Antonella Calzolari, Giovanna Nappo
Publication date: 27 March 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: http://www.mat.uniroma1.it/people/nappo/papers.pdf/delayapproxSIAM-revised.pdf
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
Related Items
Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme, Recursive estimation of discrete-time signals from nonlinear randomly delayed observations, Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations, Extended and unscented filtering algorithms using one-step randomly delayed observations, Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey, Nonlinear Filtering for Markov Systems with Delayed Observations