A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
DOI10.1142/S0219493708002445zbMATH Open1153.60363MaRDI QIDQ3548302FDOQ3548302
Authors: Jun Hyun Park, N. Sri Namachchivaya, Richard B. Sowers 
Publication date: 11 December 2008
Published in: Stochastics and Dynamics (Search for Journal in Brave)
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Cites Work
- Stochastic processes and filtering theory
- Title not available (Why is that?)
- The perturbed test function method for viscosity solutions of nonlinear PDE
- On the optimal filtering of diffusion processes
- Convergence of nonlinear filters for randomly perturbed dynamical systems
- Nonlinear filtering with homogenization
- Homogenization problem for stochastic partial differential equations of Zakai type
- Homogenization for stochastic partial differential equations derived from nonlinear filterings with feedback
- Robustness of the nonlinear filter
- Convergence in distribution of conditional expectations
- Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering
- Convergence of filters with applications to the Kalman-Bucy case
Cited In (11)
- On the averaging principle for nonlinear filtering problems with random contamination
- Effective filtering for slow-fast systems via Wong-Zakai approximation
- Title not available (Why is that?)
- Filtering the Maximum Likelihood for Multiscale Problems
- Dimension reduction in statistical estimation of partially observed multiscale processes
- Particle filters in a multiscale environment: with application to the Lorenz-96 atmospheric model
- Random dynamical systems: addressing uncertainty, nonlinearity and predictability
- A class of nonlinear filtering problems arising from drifting sensor gains
- Stochastic filtering for multiscale stochastic reaction networks based on hybrid approximations
- Particle filters with nudging in multiscale chaotic systems: with application to the Lorenz '96 atmospheric model
- Data Assimilation in the Detection of Vortices
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