Tracking of signals and its derivatives in Gaussian white noise
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Publication:1275949
DOI10.1016/S0304-4149(97)00046-XzbMATH Open0911.60041OpenAlexW1972960493MaRDI QIDQ1275949FDOQ1275949
Authors: Pao-Liu Chow, R. Z. Khas'minskiĭ, R. Liptser 
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0304-4149(97)00046-x
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Cites Work
- Remarks on Some Nonparametric Estimates of a Density Function
- On Estimation of a Probability Density Function and Mode
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimates of the Signal, Its Derivatives and Point of Maximum for Gaussian Distributions
- One method of multiple differentiation applied to a signal in automatic regulation systems
Cited In (9)
- NONLINEAR FILTERING OF SMOOTH SIGNALS
- On-line estimation of smooth signals with partial observation
- LMMSE Filtering in Feedback Systems With White Random Modes: Application to Tracking in Clutter
- Tracking a wiener process with a process of finite energy
- Estimation and prediction of a non-constant volatility
- On-line tracking of a smooth regression function
- Tracking volatility
- On estimation of time dependent spatial signal in Gaussian white noise.
- Performance estimates in tracking under white-noise perturbations
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