Pages that link to "Item:Q5339821"
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The following pages link to On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications (Q5339821):
Displaying 50 items.
- Multivariable feedback particle filter (Q313150) (← links)
- Root-mean-square filtering of the state of polynomial stochastic systems with multiplicative noise (Q315115) (← links)
- Constructing an analogue of the Kalman filter for a guaranteed state estimation of a dynamic system (Q353689) (← links)
- Optimal controller for stochastic polynomial systems with state-dependent polynomial input (Q411165) (← links)
- Mean-square data-based controller for nonlinear polynomial systems with multiplicative noise (Q454850) (← links)
- Control: a perspective (Q463779) (← links)
- Joint state filtering and parameter estimation for linear stochastic time-delay systems (Q551599) (← links)
- Estimating parameters in stochastic systems: A variational Bayesian approach (Q654174) (← links)
- Optimal filtering for incompletely measured polynomial systems with multiplicative noise (Q733709) (← links)
- On classical and Bayesian asymptotics in state space stochastic differential equations (Q783279) (← links)
- A two-body continuous-discrete filter (Q840358) (← links)
- New approach to control and filtering of mechanical systems by using the estimates of their Lagrangians (Q912049) (← links)
- Optimal controller for uncertain stochastic polynomial systems (Q924048) (← links)
- Interactive statistical mechanics and nonlinear filtering (Q1012660) (← links)
- Continuous-time and continuous-discrete-time unscented Rauch-Tung-Striebel smoothers (Q1048801) (← links)
- The Kalman-Bucy method of optimal filtering and its generalizations (Q1141615) (← links)
- Partitioned estimation algorithms. I: Nonlinear estimation (Q1215373) (← links)
- Finite difference methods for the weak solutions of the Kolmogorov equation for the density of both diffusion and conditional diffusion processes (Q1227270) (← links)
- Recursive estimation of a discrete-time Markov chain (Q1324260) (← links)
- Nonlinear filtering of convex sets of probability distributions (Q1611808) (← links)
- On the stability and the uniform propagation of chaos properties of ensemble Kalman-Bucy filters (Q1650090) (← links)
- The explicit solution of the unnormalized conditional probability equation of a one-dimensional linear system (Q1839232) (← links)
- Observation sampling and quantisation for continuous-time estimators. (Q1877401) (← links)
- A mean field approximation in data assimilation for nonlinear dynamics (Q1886994) (← links)
- Piecewise linear filtering with small observation noise (Q1895799) (← links)
- Estimating the angular dynamics of a Fan window stroboscope from noisy quantum image measurements (Q1991004) (← links)
- A smoothing filter based on an analogue of a Kalman filter for a guaranteed estimation of the state of dynamical systems (Q2011441) (← links)
- Challenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14--20, 2021 (hybrid meeting) (Q2131202) (← links)
- Filtering with degenerate observation noise: a stochastic approximation approach (Q2151896) (← links)
- The Hitchhiker's guide to nonlinear filtering (Q2176457) (← links)
- Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model (Q2190694) (← links)
- Unifying theory of quantum state estimation using past and future information (Q2233979) (← links)
- Optimal LQG controller for linear stochastic systems with unknown parameters (Q2271520) (← links)
- Sliding mode filtering for stochastic systems with polynomial state and observation equations (Q2410752) (← links)
- A path integral method for data assimilation (Q2472652) (← links)
- Numerical techniques for the non-linear prediction problem (Q2522602) (← links)
- Optimal multichannel nonlinear filtering (Q2523661) (← links)
- A valid mathematical model for approximate nonlinear minimal-variance filtering (Q2527116) (← links)
- Dynamical equations for optimal nonlinear filtering (Q2527770) (← links)
- On the approximate moment equations of a nonlinear stochastic differential equation (Q2531122) (← links)
- Investigations by statistical sequential analysis (Q2531196) (← links)
- Recursive Bayesian estimation using Gaussian sums (Q2547194) (← links)
- Stochastic optimal control for non-linear dynamical systems under noisy observations (Q2554298) (← links)
- Dynamic linearization and nonlinear filtering with application to a tracking problem (Q2555838) (← links)
- Analytical methods for performance evaluation of nonlinear filters (Q2556062) (← links)
- A survey of data smoothing for linear and nonlinear dynamic systems (Q2556827) (← links)
- Fixed-lag smoothing for nonlinear systems with discrete measurements (Q2558707) (← links)
- On optimal nonlinear estimation. I: Continuous observation (Q2558846) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- A survey of numerical solutions for stochastic control problems: some recent progress (Q2673253) (← links)
