Filtering theory: mathematics in engineering, from Gauß to particle filters

DOI10.4171/164-1/6MaRDI QIDQ5506906zbMATH OpenOpenAlexFDO

Authors Ofer Zeitouni

Publication date 16 December 2016

Published in Mathematics and Society (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.4171/164-1/6

zbMATH Keywords

least square estimators, mimimum mean square error (MMSE) estimator

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) History of mathematics in the 20th century (01A60) History of probability theory (60-03) History of mathematics in the 21st century (01A61) History of systems and control theory (93-03)

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Cited in

(3)

• A Tutorial on Bernoulli Filters: Theory, Implementation and Applications
• Engineers do it, scientists do it, mathematicians?
• The stochastic filtering problem: a brief historical account

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