scientific article; zbMATH DE number 1064826

zbMATH Open0895.60046MaRDI QIDQ4356175FDOQ4356175

Authors: S. V. Lototsky, B. Rozovskii 

Publication date: 8 September 1998

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

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zbMATH Keywords

Wiener chaosnonlinear filteringrecursive filters

Mathematics Subject Classification ID

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

Cited In (7)

• Spectral asymptotics of some functionals arising in statistical inference for SPDEs
• Chaos approach to nonlinear filtering
• Adaptive approximation of higher order posterior statistics
• Filtering with marked point process observations via Poisson chaos expansion
• A branching particle system approximation for nonlinear stochastic filtering
• Optimal structure of recurrent nonlinear filters of large order for diffusion signals
• Fourier-Hermite expansions for nonlinear filtering

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