Recent progresses on two suboptimal methods for nonlinear filtering problems

DOI10.4310/ICCM.2022.V10.N2.A5MaRDI QIDQ2689569zbMATH OpenFDO

Authors Xue Luo, Huimin Miao

Publication date 13 March 2023

Published in ICCM Notices (Search for Journal in Brave)

Full work available at URL https://doi.org/10.4310/ICCM.2022.V10.N2.A5

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

Recommendations

• On recent advance of nonlinear filtering theory: emphases on global approaches
• scientific article; zbMATH DE number 4066758
• A survey of numerical methods for nonlinear filtering problems
• A local linearization approach to nonlinear filtering
• scientific article; zbMATH DE number 777924

Cited in

(3)

• The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems
• On recent advance of nonlinear filtering theory: emphases on global approaches
• The operator valued autoregressive filter problem and the suboptimal Nehari problem in two variables

This page was built for publication: Recent progresses on two suboptimal methods for nonlinear filtering problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2689569)