scientific article; zbMATH DE number 919360

MaRDI QIDQ4889030zbMATH OpenFDO

Authors Pierre Del Moral

Publication date 17 March 1997

zbMATH Keywords

asymptotic independenceconvergence resultsfiltering problemgrid approximationslarge scale systemsoptimal filtersRadon-Nikodým derivatives

Mathematics Subject Classification ID

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

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• A survey of numerical methods for nonlinear filtering problems
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• Convergence of particle filtering method for nonlinear estimation of vortex dynamics
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• Random-Weight Particle Filtering of Continuous Time Processes
• Particle-kernel estimation of the filter density in state-space models
• Nonlinear filtering for systems with random structure
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• The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
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• Convergence of Regularized Particle Filters for Stochastic Reaction Networks
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