Conditional Markov Processes

Cited in

(56)

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

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