Optimal structure of recurrent nonlinear filters of large order for diffusion signals
DOI10.1007/S10958-020-05005-7zbMATH Open1448.93331OpenAlexW3082557727MaRDI QIDQ2199053FDOQ2199053
Authors: E. A. Rudenko 
Publication date: 16 September 2020
Published in: Journal of Mathematical Sciences (New York) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10958-020-05005-7
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Cites Work
- Stochastic processes and filtering theory
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- A survey of numerical methods for nonlinear filtering problems
- Optimal discrete nonlinear filters of the objects's order and their Gaussian approximations
- Low-order discrete linear filters: Their optimal structure
- Optimal continuous-discrete nonlinear finite memory filter with discrete predictions
Cited In (6)
- 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
- Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals
- A optimal discrete nonlinear arbitrary-order filter
- Title not available (Why is that?)
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