Splitting-up spectral method for nonlinear filtering problems with correlation noises (Q2674172)

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English	Splitting-up spectral method for nonlinear filtering problems with correlation noises	scientific article

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instance of

scholarly article

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title

Splitting-up spectral method for nonlinear filtering problems with correlation noises (English)

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author

Yanyan Li

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published in

Journal of Scientific Computing

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publication date

22 September 2022

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zbMATH Keywords

nonlinear filtering problem

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Zakai equation

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splitting-up technique

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error analysis

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describes a project that uses

EnKF

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s10915-022-01994-6

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cites work

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Approximation of the Zakaï Equation by the Splitting up Method

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OPTIMAL CONSUMPTION AND PORTFOLIO DECISIONS WITH PARTIALLY OBSERVED REAL PRICES

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Time-discretization of the zakai equation for diffusion processes observed in correlated noise

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On Galerkin Approximations for the Zakai Equation with Diffusive and Point Process Observations

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Error analysis for numerical formulation of particle filter

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Nonlinear filtering in target tracking using cooperative mobile sensors

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Linear filtering of systems with memory and application to finance

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Error analysis of the Schmidt Kalman filter

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An adaptive extended Kalman filtering approach to nonlinear dynamic gene regulatory networks via short gene expression time series

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Unbiased estimation of the solution to Zakai's equation

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Spectral Methods

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Particle Filtering for Nonlinear/Non-Gaussian Systems With Energy Harvesting Sensors Subject to Randomly Occurring Sensor Saturations

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Particle filtering for a class of cyber-physical systems under round-robin protocol subject to randomly occurring deception attacks

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Identifiers

zbMATH Open document ID

1498.93751

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Mathematics Subject Classification ID

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10.1007/S10915-022-01994-6

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Sitelinks

Mathematics(1 entry)

mardi Publication:2674172