Robustness in the theory of nonlinear filtration

DOI10.1007/BF00966613zbMATH Open0536.60053OpenAlexW2068132639MaRDI QIDQ792000FDOQ792000

R. Mikulevicius, Bronius Grigelionis

Publication date: 1983

Published in: Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00966613

zbMATH Keywords

robustnesssemimartingale

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

Cites Work

• Calcul stochastique et problèmes de martingales
• On a multiplicative functional transformation arising in nonlinear filtering theory
• Modeling and approximation of stochastic differential equations driven by semimartingales^†
• On a stopped Doob's inequality and general stochastic equations
• A robust discrete state approximation to the optimal nonlinear filter for a diffusiont
• Robust filtering for correlated multidimensional observations

Cited In (4)

• Title not available (Why is that?)
• Robust filtration of random fields
• Robustness of the nonlinear filter: the correlated case.
• Robustesse de la solution des problemes de filtrage avec bruit blanc independant^†

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