An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods (Q801869)
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scientific article; zbMATH DE number 3880559
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| English | An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods |
scientific article; zbMATH DE number 3880559 |
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An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods (English)
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1984
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The author extends some nonlinear filtering examples of \textit{V. Beneš} [Stochastics 5, 65-92 (1981; Zbl 0458.60030)] to include unknown initial conditions and time dependent drift terms. These results give examples of nonlinear filtering problems that possess finite dimensional filters. Some identification problems are also considered.
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nonlinear filtering
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finite dimensional filters
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0.88198024
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0.86026967
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0.85918295
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0.85511404
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0.8539774
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