scientific article

zbMATH Open0618.93064MaRDI QIDQ3755338FDOQ3755338

Arthur Krener

Publication date: 1986

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

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 (8)

• 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 simple asymptotically optimal filter over an infinite horizon
• A filter with a guaranteed asymptotic performance

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