A class of solvable nonlinear filters

DOI10.1080/17442508808833499zbMATH Open0641.93062OpenAlexW2026914054MaRDI QIDQ3783183FDOQ3783183

Authors: Teresa Arede 

Publication date: 1988

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508808833499

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zbMATH Keywords

nonlinear filtersapproximate finite-dimensional filters

Mathematics Subject Classification ID

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

Cites Work

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• Estimation and control for linear, partially observable systems with non- Gaussian initial distribution
• Explicit solutions to a class of nonlinear filtering problems
• On the connection between Schrödinger and Dirichlet forms

Cited In (9)

• On extending classical filtering equations
• Meixner nonorthogonal filters
• On the general classification of nonlinear filters of \(m\)-sequences
• A 1-dimensional nonlinear filtering problem
• A non-linear explicit filter.
• Finite Dimensional Deterministic Nonlinear Filters via Riccati Transformation and Volterra Series
• On left invariant Brownian motions and heat kernels of nilpotent Lie groups
• Title not available (Why is that?)
• Nonlinear complementary filters on the special linear group

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