Explicit solutions to a class of nonlinear filtering problems

DOI10.1080/17442508108833185zbMath0475.60024OpenAlexW2048872334MaRDI QIDQ3930379

Eugene Wong

Publication date: 1981

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508108833185

zbMATH Keywords

orthogonal polynomialsnonlinear filteringmultiple Wiener integrals

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60)

Related Items (5)

A filtering problem with a small nonlinear term ⋮ A class of solvable nonlinear filters ⋮ Wiener chaos solutions of linear stochastic evolution equations ⋮ Multiple Integral Expansions for Nonlinear Filtering ⋮ An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods

Cites Work

• Multiple Wiener integral
• Unnamed Item

This page was built for publication: Explicit solutions to a class of nonlinear filtering problems