Pages that link to "Item:Q3908239"

The following pages link to Exact finite-dimensional filters for certain diffusions with nonlinear drift (Q3908239):

Displaying 50 items.

• Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric (Q276014) (← links)
• Root-mean-square filtering of the state of polynomial stochastic systems with multiplicative noise (Q315115) (← links)
• Adaptive approximation of higher order posterior statistics (Q348651) (← links)
• Optimal controller for stochastic polynomial systems with state-dependent polynomial input (Q411165) (← links)
• Mean-square data-based controller for nonlinear polynomial systems with multiplicative noise (Q454850) (← links)
• Control: a perspective (Q463779) (← links)
• The early days of geometric nonlinear control (Q466450) (← links)
• Joint state filtering and parameter estimation for linear stochastic time-delay systems (Q551599) (← links)
• On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain (Q647187) (← links)
• Discussion on: ``On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain'' (Q647188) (← links)
• A nonlinear partially observed differential game with a finite-dimensional information state (Q672698) (← links)
• Optimal filtering for incompletely measured polynomial systems with multiplicative noise (Q733709) (← links)
• New classes of finite-dimensional nonlinear filters (Q787951) (← links)
• Optimal finite-dimensional recursive identification in a polynomial output mapping class (Q794579) (← links)
• Optimal filter realization for a class of nonlinear systems with finite- dimensional estimation algebra (Q795003) (← links)
• An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods (Q801869) (← links)
• A novel suboptimal method for solving polynomial filtering problems (Q901091) (← links)
• A bound approach to asymptotic optimality in non-linear filtering of diffusion processes (Q912067) (← links)
• Optimal controller for uncertain stochastic polynomial systems (Q924048) (← links)
• Expressing stochastic filters via number sequences (Q985524) (← links)
• Interactive statistical mechanics and nonlinear filtering (Q1012660) (← links)
• A simulation approach to optimal stopping under partial information (Q1045791) (← links)
• On the non-existence of stationary diffusions which satisfy the Benes condition (Q1055385) (← links)
• New exact nonlinear filters with large Lie algebras (Q1057233) (← links)
• Exact finite-dimensional filters via systems realization for a class of discrete-time nonlinear systems (Q1061082) (← links)
• Nonlinear system immersion, observers and finite-dimensional filters (Q1075986) (← links)
• On some finite dimensional nonlinear filters for certain diffusions observed in correlated noise (Q1076659) (← links)
• Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm (Q1085933) (← links)
• On a new class of finite dimensional estimation algebras (Q1093610) (← links)
• On the joint nonlinear filtering-smoothing of diffusion processes (Q1113865) (← links)
• Filtering of some nonlinear diffusions satisfying the general Beneš condition (Q1117891) (← links)
• New explicit filters and smoothers for diffusions with nonlinear drift and measurements (Q1128534) (← links)
• On measure transformations for combined filtering and parameter estimation in discrete time (Q1163516) (← links)
• Estimation and control for linear, partially observable systems with non- Gaussian initial distribution (Q1172611) (← links)
• Deterministic feedback linearization, Girsanov transformations and finite-dimensional filters (Q1262281) (← links)
• Measure-valued processes and interacting particle systems. Application to nonlinear filtering problems (Q1296742) (← links)
• Central limit theorem for nonlinear filtering and interacting particle systems (Q1305406) (← links)
• Some recent results in finitely additive white noise theory (Q1332517) (← links)
• Finite-dimensional solutions of a modified Zakai equation (Q1356627) (← links)
• On asymptotic stability of continuous-time risk-sensitive filters with respect to initial conditions (Q1583076) (← links)
• Finite dimensional filters for nonlinear stochastic difference equations with multiplicative noises (Q1805792) (← links)
• Large deviations for interacting particle systems: Applications to non-linear filtering (Q1807271) (← links)
• Nonlinear filtering problems with finite-dimensional matrix estimation algebras (Q1821080) (← links)
• Explicit solution of a Kolmogorov equation (Q1925029) (← links)
• Continuous finite-dimensional locally optimal filtering of jump diffusions (Q1994802) (← links)
• The Hitchhiker's guide to nonlinear filtering (Q2176457) (← links)
• The geometry of differential constraints for a class of evolution PDEs (Q2197167) (← links)
• Optimal LQG controller for linear stochastic systems with unknown parameters (Q2271520) (← links)
• Kernel-based collocation methods for Zakai equations (Q2303972) (← links)
• A survey of numerical methods for nonlinear filtering problems (Q2371190) (← links)