scientific article

zbMATH Open0597.93053MaRDI QIDQ3731484FDOQ3731484

Giovanni Di Masi, Wolfgang J. Runggaldier, B. Armellin

Publication date: 1986

Title of this publication is not available (Why is that?)

zbMATH Keywords

recursive approximationsmeasure transformationsdiscrete-time non- linear filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Transformations (93B17)

Cited In (7)

• On Estimation Error Bounds for Receding-Horizon Filters Using Quadratic Boundedness
• Recursive Update Filtering for Nonlinear Estimation
• On the construction of \(\epsilon\)-optimal strategies in partially observed MDPs
• Error bounds for the nonlinear filtering of signals with small diffusion coefficients
• A general Hankel-norm approximation scheme for linear recursive filtering
• A Stroock Varadhan support theorem in non-linear filtering theory
• On the maximal achievable accuracy in nonlinear filtering problems

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