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

DOI10.4171/164-1/6zbMATH Open1351.93003OpenAlexW2487374697MaRDI QIDQ5506906FDOQ5506906

Authors: Ofer Zeitouni 

Publication date: 16 December 2016

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

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

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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)

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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