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

DOI10.1016/0165-1684(90)90102-5MaRDI QIDQ752659zbMATHOpenAlexFDO

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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(10)

• scientific article; zbMATH DE number 5919850 (Why is no real title available?)
• A quadrature-based method of moments for nonlinear filtering
• Statistically-efficient filtering in impulsive environments: Weighted myriad filters
• Improved minimum entropy filtering for continuous nonlinear non-Gaussian systems using a generalized density evolution equation
• A Bayes formula for nonlinear filtering with Gaussian and Cox noise
• UKF Based Nonlinear Filtering Using Minimum Entropy Criterion
• A concept of approximated densities for efficient nonlinear estimation
• A Variational Approach to Nonlinear Estimation
• A Practical Approach to Nonlinear Estimation by Using the Maximum Entropy Principle
• Bayesian filtering estimation approach based on finite element method

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