scientific article; zbMATH DE number 919360
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zbMATH Open0860.60030MaRDI QIDQ4889030FDOQ4889030
Publication date: 17 March 1997
Title of this publication is not available (Why is that?)
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asymptotic independencelarge scale systemsconvergence resultsfiltering problemoptimal filtersgrid approximationsRadon-Nikodým derivatives
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
Cited In (23)
- Central limit theorem for nonlinear filtering and interacting particle systems
- A two-body continuous-discrete filter
- The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
- Filtering discrete time nonlinear systems with unknown parameters: a nonparametric approach.
- Title not available (Why is that?)
- Particle filtering approximations for a Gaussian-generalized inverse Gaussian model
- Convergence of Regularized Particle Filters for Stochastic Reaction Networks
- Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems
- Title not available (Why is that?)
- The diffusion kernel filter
- Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
- On the anticipative nonlinear filtering problem and its stability
- Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
- Particle representations for a class of nonlinear SPDEs
- Nonlinear filtering for systems with random structure
- Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms
- Data Assimilation in the Detection of Vortices
- An approximate McKean-Vlasov model for the stochastic filtering problem
- Particle-kernel estimation of the filter density in state-space models
- Moderate deviations for particle filtering
- Approximate nonlinear filtering and its application in navigation
- A branching particle system approximation for nonlinear stochastic filtering
- A survey of numerical methods for nonlinear filtering problems
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