New algorithms in real time solution of the nonlinear filtering problem
From MaRDI portal
Publication:1024924
DOI10.4310/CIS.2008.V8.N3.A6zbMATH Open1162.94317MaRDI QIDQ1024924FDOQ1024924
Authors: Stephen Yau 
Publication date: 17 June 2009
Published in: Communications in Information and Systems (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.cis/1241018505
Recommendations
- Real Time Solution of the Nonlinear Filtering Problem without Memory II
- Real time solution of nonlinear filtering problem without memory. I
- Real-time numerical solution to Duncan-Mortensen-Zakai equation
- Solution of Filtering Problem with Nonlinear Observations
- Direct method for Yau filtering system with nonlinear observations
Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Cited In (8)
- Optimal structure of continuous nonlinear reduced-order Pugachev filter
- Real-time numerical solution to Duncan-Mortensen-Zakai equation
- A generalized positive energy theorem for spaces with asymptotic SUSY compactification
- Complete Real Time Solution of the General Nonlinear Filtering Problem Without Memory
- Real Time Solution of the Nonlinear Filtering Problem without Memory II
- Real time solution of nonlinear filtering problem without memory. I
- Hypoellipticity and ergodicity of the Wonham filter as a diffusion process
- Solution of Filtering Problem with Nonlinear Observations
This page was built for publication: New algorithms in real time solution of the nonlinear filtering problem
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1024924)
