Probability densities for conditional statistics in the cubic sensor problem

DOI10.1007/BF02551408MaRDI QIDQ1111240zbMATH OpenOpenAlexFDO

Authors Daniel L. Ocone

Publication date 1988

Published in MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02551408

zbMATH Keywords

Malliavin calculuscubic sensor filtering problemfinite set of sufficient statisticsfinite-dimensional computability of filters

Mathematics Subject Classification ID

Stochastic calculus of variations and the Malliavin calculus (60H07) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cites work

• scientific article; zbMATH DE number 3856962 (Why is no real title available?)
• scientific article; zbMATH DE number 3638903 (Why is no real title available?)
• Algebraic and Geometric Methods in Nonlinear Filtering
• Des resultats de non existence de filtre de dimension finie
• On lie algebras and finite dimensional filtering
• Stochastic calculus of variations for stochastic partial differential equations

Cited in

(8)

• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
• Stochastic calculus of variations for stochastic partial differential equations
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• scientific article; zbMATH DE number 4054718 (Why is no real title available?)
• Special solutions to some Kolmogorov equations arising from cubic sensor problems
• Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem
• A Soft-Sensor Approach to Probability Density Function Estimation

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