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

DOI10.1016/0165-1684(90)90102-5zbMATH Open0715.93061OpenAlexW2030381855MaRDI QIDQ752659FDOQ752659

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

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zbMATH Keywords

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cited In (10)

• UKF Based Nonlinear Filtering Using Minimum Entropy Criterion
• Improved minimum entropy filtering for continuous nonlinear non-Gaussian systems using a generalized density evolution equation
• A Variational Approach to Nonlinear Estimation
• A Practical Approach to Nonlinear Estimation by Using the Maximum Entropy Principle
• A quadrature-based method of moments for nonlinear filtering
• Title not available (Why is that?)
• A Bayes formula for nonlinear filtering with Gaussian and Cox noise
• A concept of approximated densities for efficient nonlinear estimation
• Statistically-efficient filtering in impulsive environments: Weighted myriad filters
• Bayesian filtering estimation approach based on finite element method

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