A Variational Approach to Nonlinear Estimation
DOI10.1137/S0363012901393894zbMath1049.93082OpenAlexW2078059111MaRDI QIDQ4443066
Nigel J. Newton, Sanjoy K. Mitter
Publication date: 8 January 2004
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s0363012901393894
stochastic optimal controlvariational formulationnonlinear filteringinformation theorydiffusion processesBayesian inferenceapparent informationcompatible informationLegendre-type transformations
Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20) Information theory (general) (94A15)
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