Filtering for a logistic equation

DOI10.1016/0895-7177(90)90002-5MaRDI QIDQ804082zbMATH OpenOpenAlexFDO

Authors Robert J. Elliott

Publication date 1990

Published in Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0895-7177(90)90002-5

zbMATH Keywords

filtering for dynamic processeslogistic-type equationtutorial article

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

Review text

This is a short tutorial article on the topic of filtering for dynamic processes. It starts off by a brief derivation of the continuous-time Kalman filter, illustrated by a scalar example, and then goes into the derivation of the filtering equations for nonlinear systems. In case context both normalized and unnormalized (Zakai) filter equations are introduced, and the theory is illustrated by a scalar system described by a logistic-type equation, with small noise.

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Cites work

• scientific article; zbMATH DE number 3793150 (Why is no real title available?)
• scientific article; zbMATH DE number 3567644 (Why is no real title available?)
• Nonlinear filtering and Riemannian scalar curvature, \({\mathbb{R}}\)
• Nonlinear filtering of myxomatosis based on hormonal control of flea reproduction by the rabbit^∗
• Nonlinear filtering theory for coral/starfish and plant/herbivore interactions^†
• Nonlinear prediction of crown–of–thorns outbreaks on the great barrier reef

Cited in

(2)

• Filtering then-dimensional logistic growth model
• Nonlinear filtering of a system of logistic equations

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