scientific article; zbMATH DE number 919360

zbMATH Open0860.60030MaRDI QIDQ4889030FDOQ4889030

Pierre Del Moral

Publication date: 17 March 1997

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

Recommendations

• scientific article; zbMATH DE number 777924
• A uniform convergence theorem for the numerical solving of the nonlinear filtering problem
• scientific article; zbMATH DE number 1025835
• A survey of numerical methods for nonlinear filtering problems
• Nonlinear filtering: Interacting particle resolution

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)

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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4889030)