scientific article; zbMATH DE number 4004041

MaRDI QIDQ3755338zbMATH OpenFDO

Authors Arthur Krener

Publication date 1986

zbMATH Keywords

Girsanov transformationnonlinear filteringlinear filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Nonlinear systems in control theory (93C10)

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• Nonlinear filters approximations by cumulant function expansion: The polynomial case
• A simple asymptotically optimal filter over an infinite horizon
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• A NOVEL ASYMPTOTIC SOLUTION OF ONE NONLINEAR PROBLEM OF FILTERING
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