Chaos approach to nonlinear filtering

zbMATH Open1229.60049MaRDI QIDQ3015745FDOQ3015745

Authors: S. V. Lototsky 

Publication date: 13 July 2011

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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)

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
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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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