New algorithms in real time solution of the nonlinear filtering problem

DOI10.4310/CIS.2008.V8.N3.A6MaRDI QIDQ1024924zbMATH OpenFDO

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• Real Time Solution of the Nonlinear Filtering Problem without Memory II
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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

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