A class of solvable nonlinear filters
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Publication:3783183
DOI10.1080/17442508808833499zbMath0641.93062OpenAlexW2026914054MaRDI QIDQ3783183
Publication date: 1988
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508808833499
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)
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Cites Work
- Some recent developments in nonlinear filtering theory
- Almost periodic Schrödinger operators: A review
- Estimation and control for linear, partially observable systems with non- Gaussian initial distribution
- Riccati differential equations
- Current algebras and the identification problem
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- Explicit solutions to a class of nonlinear filtering problems
- Explicit filters for diffusions with certain nonlinear drifts†
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