Robustesse de la solution des problemes de filtrage avec bruit blanc independant†
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Publication:3334723
DOI10.1080/17442508408833320zbMath0545.60048OpenAlexW2014794069MaRDI QIDQ3334723
Publication date: 1984
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508408833320
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Related Items (5)
Observation sampling and quantisation for continuous-time estimators. ⋮ Continuité par rapport a la trajectoire de l'observation du filtre assoclé a des systemes corrélés a coefficients de l'observation non bornés ⋮ Approximate nonlinear filtering for piecewise linear systems ⋮ Continuity of the Filter with Unbounded Observation Coefficients ⋮ Une propriete de continuite en filtrage non lineaire
Cites Work
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- Probability methods for approximations in stochastic control and for elliptic equations
- A robust discrete state approximation to the optimal nonlinear filter for a diffusiont
- Équations du filtrage non linéaire de la prédiction et du lissage
- [https://portal.mardi4nfdi.de/wiki/Publication:4155579 Sur l'int�grabilit� uniforme des martingales exponentielles]
- [https://portal.mardi4nfdi.de/wiki/Publication:4170005 Calcul stochastique d�pendant d'un param�tre]
- Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
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