New algorithms in real time solution of the nonlinear filtering problem
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Publication:1024924
DOI10.4310/CIS.2008.V8.N3.A6zbMATH Open1162.94317MaRDI QIDQ1024924FDOQ1024924
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
Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
Cited In (6)
- 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 nonlinear filtering problem without memory. I
- Hypoellipticity and ergodicity of the Wonham filter as a diffusion process
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