Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle

DOI10.1016/0165-1684(90)90102-5MaRDI QIDQ752659zbMATH OpenOpenAlexFDO

Authors Guy Jumarie

Publication date 1990

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1684(90)90102-5

zbMATH Keywords

Bayesian estimationFokker-Planck equationstate estimationmaximum entropy principlenonlinear filteringmean-squares estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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• A Practical Approach to Nonlinear Estimation by Using the Maximum Entropy Principle
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• A Bayes formula for nonlinear filtering with Gaussian and Cox noise
• A concept of approximated densities for efficient nonlinear estimation
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