Conditional Markov Processes

Cited in

(54)

Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements
Identification via Non-linear Filtering
On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory
A partial history of the early development of continuous-time nonlinear stochastic systems theory
A path integral method for data assimilation
Hidden Markov models with binary dependence
Discrete-time filtering for nonlinear polynomial systems over linear observations
On the optimal filtering of diffusion processes
How to count and guess well: Discrete adaptive filters
Analysis of stochastic systems with applications to sensitivityt
Observation sampling and quantisation for continuous-time estimators.
Optimal control of Markov processes with incomplete state information
Sequential estimation of states for non-linear lumped parameter systems†
On optimal nonlinear estimation. I: Continuous observation
Estimation of steady-state quantities of an HMM with some rarely generated emissions
Accelerated Monte Carlo for optimal estimation of time series
Lévy backward SDE filter for jump diffusion processes and its applications in material sciences
Bias-correction of Kalman filter estimators associated to a linear state space model with estimated parameters
A unification of weighted and unweighted particle filters
System identification. A survey
Parameter estimation and control in non-linear systems with perfect measurements I. Parameters appearing linearly †
Challenges in optimization with complex PDE-systems. Abstracts from the workshop held February 14--20, 2021 (hybrid meeting)
Inference for dynamics of continuous variables: the extended Plefka expansion with hidden nodes
Optimal nonlinear recurrent finite memory filter
Inferences from optimal filtering equation
Optimal control of partially observable Markovian systems
The filtering equations revisited
From Least Squares to Signal Processing and Particle Filtering
A mean field approximation in data assimilation for nonlinear dynamics
Multivariable feedback particle filter
Suboptimal sequential estimation-detection scheme for Poisson driven linear systems
Interactive statistical mechanics and nonlinear filtering
Nonlinear filtering of convex sets of probability distributions
Prediction and smoothing for partially observed Markov chains
Filtering of stochastic nonlinear wave equations
SEM modeling with singular moment matrices. II: ML-estimation of sampled stochastic differential equations
An alternative approach to non-linear filtering†
State estimation for partially observed Markov chains
Convergence of empirical processes for interacting particle systems with applications to nonlinear filtering
Large deviations for interacting particle systems: Applications to non-linear filtering
Estimation and control for a class of non-linear stochastic systems
A note on the differential equations of conditional probability density functions
Stochastic Optimal Control with Noisy Observations †
New classes of stochastic control processes
Estimating parameters in stochastic systems: A variational Bayesian approach
Partitioned estimation algorithms. I: Nonlinear estimation
Numerical realization of the Mortensen observer via a Hessian-augmented polynomial approximation of the value function
Nonlinear filtering of classical and quantum spin systems
Demographics induce extinction of disease in an SIS model based on conditional Markov chain
Mean-square filtering for polynomial discrete-time systems with Poisson noises
Optimal control and filtering of linear stochastic systems
Estimation and control for linear, partially observable systems with non- Gaussian initial distribution
Dynamical equations for optimal nonlinear filtering
Optimal multichannel nonlinear filtering

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