Chaos approach to nonlinear filtering

MaRDI QIDQ3015745zbMATH OpenFDO

Authors S. V. Lototsky

Publication date 13 July 2011

zbMATH Keywords

Wiener chaosZakai equationnonlinear filteringdiffusion filtering model

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cited in

(10)

• On the chaotic behavior of a third-order log-domain filter
• A spectral-based numerical method for Kolmogorov equations in Hilbert spaces
• Wiener chaos and nonlinear filtering
• scientific article; zbMATH DE number 1321107 (Why is no real title available?)
• scientific article; zbMATH DE number 7148143 (Why is no real title available?)
• scientific article; zbMATH DE number 932464 (Why is no real title available?)
• Adaptive approximation of higher order posterior statistics
• Multi-moment statistical characterization and nonlinear filtering of chaos
• Nonlinear filtering of diffusion processes in correlated noise: Analysis by separation of variables
• Nonlinear dynamics and chaos in sigma-delta modulation

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