A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS
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Publication:3548302
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Signal detection and filtering (aspects of stochastic processes) (60G35) Averaging method for ordinary differential equations (34C29) PDEs with randomness, stochastic partial differential equations (35R60) Averaging of perturbations for nonlinear problems in mechanics (70K65)
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Cites work
- scientific article; zbMATH DE number 3627589 (Why is no real title available?)
- Convergence in distribution of conditional expectations
- Convergence of filters with applications to the Kalman-Bucy case
- Convergence of nonlinear filters for randomly perturbed dynamical systems
- Homogenization for stochastic partial differential equations derived from nonlinear filterings with feedback
- Homogenization problem for stochastic partial differential equations of Zakai type
- Nonlinear filtering with homogenization
- On the optimal filtering of diffusion processes
- Robustness of the nonlinear filter
- Stochastic processes and filtering theory
- The perturbed test function method for viscosity solutions of nonlinear PDE
- Uniqueness and robustness of solution of measure-valued equations of nonlinear filtering
Cited in
(11)- On the averaging principle for nonlinear filtering problems with random contamination
- Effective filtering for slow-fast systems via Wong-Zakai approximation
- scientific article; zbMATH DE number 5919879 (Why is no real title available?)
- 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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