scientific article; zbMATH DE number 4004041

zbMATH Open0618.93064MaRDI QIDQ3755338FDOQ3755338

Authors: Arthur Krener 

Publication date: 1986

Title of this publication is not available (Why is that?)

Recommendations

• A bound approach to asymptotic optimality in non-linear filtering of diffusion processes
• scientific article
• scientific article
• Asymptotic Optimality of Approximate Filters in Stochastic Systems with Colored Noises
• Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case

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)

Cited In (11)

• Title not available (Why is that?)
• A NOVEL ASYMPTOTIC SOLUTION OF ONE NONLINEAR PROBLEM OF FILTERING
• La méthode d'approximation de Gauss-Galerkin en filtrage non linéaire
• Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form
• A general Hankel-norm approximation scheme for linear recursive filtering
• Nonlinear filters approximations by cumulant function expansion: The polynomial case
• An approximate filter for a partially observed piecewise linear system with small observation noise
• A bound approach to asymptotic optimality in non-linear filtering of diffusion processes
• A simple asymptotically optimal filter over an infinite horizon
• A filter with a guaranteed asymptotic performance
• Title not available (Why is that?)

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 Q3755338)