Book Review: Fundamentals of stochastic filtering

DOI10.1090/S0273-0979-2010-01311-2MaRDI QIDQ2949094zbMATH OpenFDO

Authors Pierre Del Moral

Publication date 7 October 2015

Published in Bulletin of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1090/S0273-0979-2010-01311-2

Mathematics Subject Classification ID

External book reviews (00A17) Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Cites work

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• On a robust version of the integral representation formula of nonlinear filtering
• On the Control of an Interacting Particle Estimation of Schrödinger Ground States

Cited in

(2)

• Book review of: D. Mumford, and A. Desolneux, Pattern theory. The stochastic analysis of real-world signals.
• Bayesian Filtering and Smoothing, 2nd ed.Simo Särkkä and Lennart Svensson, Cambridge, UK, Cambridge University Press, 2023, xxx + 406 pp., $44.99(P), ISBN 978-1-108-92664-5.

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