Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals
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Cites work
- scientific article; zbMATH DE number 3984189 (Why is no real title available?)
- scientific article; zbMATH DE number 3669505 (Why is no real title available?)
- scientific article; zbMATH DE number 686773 (Why is no real title available?)
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- A optimal discrete nonlinear arbitrary-order filter
- A solution of the navigation problem for autonomous insertion of payload into a geostationary orbit using a low-thrust engine
- A survey of numerical methods for nonlinear filtering problems
- Continuous finite-dimensional locally optimal filtering of jump diffusions
- Cubature Kalman Filters
- Fundamentals of stochastic filtering
- Numerical methods for nonlinear filtering of signals and measurements
- Numerically stable Kalman filter implementations for estimating linear pairwise Markov models in the presence of Gaussian noise
- Optimal continuous-discrete nonlinear finite memory filter with discrete predictions
- Stochastic processes and filtering theory
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