Optimal structure of recurrent nonlinear filters of large order for diffusion signals
From MaRDI portal
Publication:2199053
Recommendations
- Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals
- A optimal discrete nonlinear arbitrary-order filter
- Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
- Properties of higher order nonlinear diffusion filtering
- Error bounds for the nonlinear filtering of signals with small diffusion coefficients
- Optimal nonlinear recurrent finite memory filter
- Nonlinear filtering of reflecting diffusion processes
- scientific article; zbMATH DE number 1064826
Cites work
- scientific article; zbMATH DE number 4009443 (Why is no real title available?)
- scientific article; zbMATH DE number 686773 (Why is no real title available?)
- A survey of numerical methods for nonlinear filtering problems
- Low-order discrete linear filters: Their optimal structure
- Optimal continuous-discrete nonlinear finite memory filter with discrete predictions
- Optimal discrete nonlinear filters of the objects's order and their Gaussian approximations
- Stochastic processes and filtering theory
Cited in
(6)- scientific article; zbMATH DE number 6285794 (Why is no real title available?)
- Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals
- A optimal discrete nonlinear arbitrary-order filter
- Optimal structure of continuous nonlinear reduced-order Pugachev filter
- Optimal discrete nonlinear filters of the objects's order and their Gaussian approximations
- Low-order discrete linear filters: Their optimal structure
This page was built for publication: Optimal structure of recurrent nonlinear filters of large order for diffusion signals
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2199053)