Approximation of Nonlinear Filters for Markov Systems with Delayed Observations
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Publication:3427784
DOI10.1137/050623504zbMath1109.93043OpenAlexW2173099104MaRDI QIDQ3427784
Patrick Florchinger, Antonella Calzolari, Giovanna Nappo
Publication date: 27 March 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: http://www.mat.uniroma1.it/people/nappo/papers.pdf/delayapproxSIAM-revised.pdf
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Related Items (6)
Discrete Approximations of Controlled Stochastic Systems with Memory: A Survey ⋮ Extended and unscented filtering algorithms using one-step randomly delayed observations ⋮ Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations ⋮ Nonlinear filtering for stochastic systems with fixed delay: approximation by a modified Milstein scheme ⋮ Recursive estimation of discrete-time signals from nonlinear randomly delayed observations ⋮ Nonlinear Filtering for Markov Systems with Delayed Observations
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