scientific article; zbMATH DE number 919360

MaRDI QIDQ4889030zbMATH OpenFDO

Authors Pierre Del Moral

Publication date 17 March 1997

zbMATH Keywords

asymptotic independencelarge scale systemsconvergence resultsfiltering problemoptimal filtersgrid approximationsRadon-Nikodým derivatives

Mathematics Subject Classification ID

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

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(32)

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• Particle filtering approximations for a Gaussian-generalized inverse Gaussian model
• The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models
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• Moderate deviations for particle filtering
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• A survey of numerical methods for nonlinear filtering problems
• Nonlinear filtering for systems with random structure
• Random dynamical systems: addressing uncertainty, nonlinearity and predictability
• Particle filters with random resampling times
• Approximate nonlinear filtering and its application in navigation
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• The Hitchhiker's guide to nonlinear filtering
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• Approximation and Limit Results for Nonlinear Filters Over an Infinite Time Interval: Part II, Random Sampling Algorithms
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• scientific article; zbMATH DE number 4099178 (Why is no real title available?)
• Predictive control of discrete time stochastic nonlinear state space dynamical systems: a particle nonparametric approach
• Central limit theorem for nonlinear filtering and interacting particle systems
• The diffusion kernel filter
• Particle representations for a class of nonlinear SPDEs
• Data Assimilation in the Detection of Vortices
• Static-parameter estimation in piecewise deterministic processes using particle Gibbs samplers
• Poisson's equation in nonlinear filtering
• A two-body continuous-discrete filter

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