Pages that link to "Item:Q3681661"

The following pages link to An approximation for the nonlinear filtering problem, with error bound^† (Q3681661):

Displaying 24 items.

• A branching particle system approximation for nonlinear stochastic filtering (Q370932) (← links)
• Finite-dimensional approximations for the equation of nonlinear filtering derived in mild form (Q579749) (← links)
• Exact formulas for optimal filtering in a nonstationary piecewise-linear problem of parameter estimation (Q750066) (← links)
• A general Hankel-norm approximation scheme for linear recursive filtering (Q752656) (← links)
• An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods (Q801869) (← links)
• Optimal quantization methods for nonlinear filtering with discrete-time observations (Q817977) (← links)
• A Stroock Varadhan support theorem in non-linear filtering theory (Q908579) (← links)
• Approximate nonlinear filtering for piecewise linear systems (Q1114657) (← links)
• On the averaging principle for nonlinear filtering problems with random contamination (Q1389288) (← links)
• Observation sampling and quantisation for continuous-time estimators. (Q1877401) (← links)
• Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements (Q2208601) (← links)
• A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification (Q2448789) (← links)
• A small time approximation for the solution to the Zakai equation (Q2687076) (← links)
• (Q3015757) (← links)
• (Q3378722) (← links)
• A NOVEL ASYMPTOTIC SOLUTION OF ONE NONLINEAR PROBLEM OF FILTERING (Q3528646) (← links)
• Discrete approximation of nonlinear filtering for stochastic delay equations (Q3780977) (← links)
• Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case (Q3792606) (← links)
• On the maximal achievable accuracy in nonlinear filtering problems (Q3803006) (← links)
• Error bounds for the nonlinear filtering of signals with small diffusion coefficients (Q3805567) (← links)
• (Q3827913) (← links)
• A filtering problem with counting observations: approximation with error bounds (Q4363322) (← links)
• Approximate filters for a nonlinear discrete time filtering problem with small observation noise (Q4840911) (← links)
• A backward particle interpretation of Feynman-Kac formulae (Q4933350) (← links)