On recent advance of nonlinear filtering theory: emphases on global approaches
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Publication:2344035
DOI10.4310/PAMQ.2014.v10.n4.a4zbMath1317.60045MaRDI QIDQ2344035
Publication date: 11 May 2015
Published in: Pure and Applied Mathematics Quarterly (Search for Journal in Brave)
Duncan-Mortensen-Zakai equationnonlinear filteringsequential Monte Carlo methodsglobal approachBayesian framework
Inference from stochastic processes and prediction (62M20) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (5)
Root-mean-square filtering of the state of polynomial stochastic systems with multiplicative noise ⋮ Convergence analysis of splitting-up algorithm of the Zakai's equation with correlated noises ⋮ A novel suboptimal method for solving polynomial filtering problems ⋮ Suboptimal linear estimation for continuous-discrete bilinear systems ⋮ The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems
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