Nonlinear smoothing algorithms using white noise model

DOI10.1080/17442508608833394MaRDI QIDQ3729760zbMATH OpenOpenAlexFDO

Authors Arunabha Bagchi

Publication date 1986

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442508608833394

zbMATH Keywords

backward stochastic integralsfilteringsmoothing problemZakai equation

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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Cites work

• A finitely additive white noise approach to nonlinear filtering
• Fixed interval smoothing for nonlinear continuous time systems
• scientific article; zbMATH DE number 3505981 (Why is no real title available?)
• scientific article; zbMATH DE number 3806228 (Why is no real title available?)
• Radon-Nikodym derivatives of a class of weak distributions on Hilbert spaces
• Reverse-time diffusion equation models
• Smoothing algorithms for nonlinear finite-dimensional systems

Cited in

(3)

• Nonlinear smoothing for random fields
• scientific article; zbMATH DE number 3852935 (Why is no real title available?)
• scientific article; zbMATH DE number 3896812 (Why is no real title available?)

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