Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm
From MaRDI portal
Publication:6135082
Recommendations
- Nonparametric estimation of a posteriori distributions in nonlinear filtering
- Nonlinear filtering of convex sets of probability distributions
- scientific article; zbMATH DE number 1222391
- scientific article; zbMATH DE number 6103321
- An efficient algorithm of Yau-Yau method for solving nonlinear filtering problems
Cites work
- A PrioriOpen Loop Optimal Control of Continuous Time Stochastic Systems†
- Asymptotic behavior of the extended Kalman filter as a parameter estimator for linear systems
- Classification of Estimation Algebras with State Dimension 2
- Classification of finite-dimensional estimation algebras of maximal rank with arbitrary state–space dimension and mitter conjecture
- Complete Real Time Solution of the General Nonlinear Filtering Problem Without Memory
- Direct method for Yau filtering system with nonlinear observations
- Finite dimensional estimation algebras with state dimension 3 and rank 2, Mitter conjecture
- Finite dimensional estimation algebras with state dimension 3 and rank 2. I: Linear structure of Wong matrix
- Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension 3
- Finite-Dimensional Filters with Nonlinear Drift VII: Mitter Conjecture and Structure of \eta
- Finite-Dimensional Filters with Nonlinear Drift VIII: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State-Space Dimension 4
- Finite-dimensional filters with nonlinear drift X: explicit solution of DMZ equation
- Finite-Dimensional Filters with Nonlinear Drift. II: Brockett’s Problem on Classification of Finite-Dimensional Estimation Algebras
- Finite-dimensional filters with nonlinear drift. VI: Linear structure of \(\Omega\)
- Gaussian particle filtering
- scientific article; zbMATH DE number 3755108 (Why is no real title available?)
- scientific article; zbMATH DE number 3782849 (Why is no real title available?)
- scientific article; zbMATH DE number 3797633 (Why is no real title available?)
- McKean--Vlasov SDEs in Nonlinear Filtering
- New classes of finite dimensional filters with nonmaximal rank estimation algebra on state dimension \(n\) and linear rank \(n-2\)
- On a multiplicative functional transformation arising in nonlinear filtering theory
- On a quasi-linear parabolic equation occurring in aerodynamics
- On robust wiener filtering
- On the optimal filtering of diffusion processes
- On Unscented Kalman Filtering for State Estimation of Continuous-Time Nonlinear Systems
- Projection filter, Wiener filter, and Karhunen-Loève subspaces in digital image restoration
- Proper Orthogonal Decomposition Method to Nonlinear Filtering Problems in Medium-High Dimension
- Real Time Solution of the Nonlinear Filtering Problem without Memory II
- Real-Time Solution of Time-Varying Yau Filtering Problems via Direct Method and Gaussian Approximation
- Solving Nonlinear Filtering Problems in Real Time by Legendre Galerkin Spectral Method
- Some properties of semiconcave functions with general modulus
- Structure and Classification Theorems of Finite-Dimensional Exact Estimation Algebras
- The iterated Kalman filter update as a Gauss-Newton method
This page was built for publication: Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6135082)
