scientific article; zbMATH DE number 3858997

MaRDI QIDQ3328419zbMATH OpenFDO

Authors Jean Picard

Publication date 1984

zbMATH Keywords

discretizationEuler schemenonlinear filtering

Mathematics Subject Classification ID

Monte Carlo methods (65C05) 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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• Filter Functions with Exponential Convergence Order
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• On the maximal achievable accuracy in nonlinear filtering problems
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• Monte Carlo methods for backward equations in nonlinear filtering
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• Convergence of iterated affine and morphological filters by nonlinear semigroup theory

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