scientific article; zbMATH DE number 3949662

MaRDI QIDQ3719781zbMATH OpenFDO

Authors Denis Melvin Enachescu

Publication date 1985

zbMATH Keywords

comparisondiffusion processKushner's methodnonlinear filtering

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Diffusion processes (60J60) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• The Monte-Carlo method for filtering with discrete-time observations
• Monte Carlo methods for backward equations in nonlinear filtering
• scientific article; zbMATH DE number 777924
• Nonlinear and nonnormal filters using Monte Carlo methods
• scientific article; zbMATH DE number 1053273

Cited in

(10)

• Recursive Monte Carlo filters: algorithms and theoretical analysis
• scientific article; zbMATH DE number 1583957 (Why is no real title available?)
• Monte Carlo filtering algorithm for nonlinear stochastic environmental model
• Monte Carlo methods for backward equations in nonlinear filtering
• scientific article; zbMATH DE number 3978962 (Why is no real title available?)
• scientific article; zbMATH DE number 4099178 (Why is no real title available?)
• scientific article; zbMATH DE number 1971699 (Why is no real title available?)
• scientific article; zbMATH DE number 753747 (Why is no real title available?)
• scientific article; zbMATH DE number 6469926 (Why is no real title available?)
• The Monte-Carlo method for filtering with discrete-time observations

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3719781)