Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle (Q752659)

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scientific article; zbMATH DE number 4179266
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    Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle
    scientific article; zbMATH DE number 4179266

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      Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle (English)
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      1990
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      Bayesian estimation
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      mean-squares estimation
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      nonlinear filtering
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      state estimation
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      Fokker-Planck equation
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      maximum entropy principle
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