An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods
DOI10.1016/0167-6911(84)90003-3zbMATH Open0552.93056OpenAlexW2014159108MaRDI QIDQ801869FDOQ801869
Authors: Ofer Zeitouni 
Publication date: 1984
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(84)90003-3
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Cites Work
- Stochastic processes and filtering theory
- On the optimal filtering of diffusion processes
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- Exact finite-dimensional filters for certain diffusions with nonlinear drift
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- New classes of finite-dimensional nonlinear filters
- Explicit solutions to a class of nonlinear filtering problems
- Supervised learning sequential structure and parameter adaptive pattern recognition: Discrete data case (Corresp.)
Cited In (7)
- Filtering of some nonlinear diffusions satisfying the general Beneš condition
- Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm
- Exact filters for certain moments and stochastic integrals of the state of systems with Benes nonlinearity
- A comparative study of the Benes filtering problem
- On the Reference Probability Approach to the Equations of Non-Linear Filtering
- On some finite dimensional nonlinear filters for certain diffusions observed in correlated noise
- On the joint nonlinear filtering-smoothing of diffusion processes
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