A class of solvable nonlinear filters

DOI10.1080/17442508808833499MaRDI QIDQ3783183zbMATH OpenOpenAlexFDO

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

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)

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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
• scientific article; zbMATH DE number 6699317 (Why is no real title available?)
• Nonlinear complementary filters on the special linear group

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