Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle (Q752659)

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scientific article; zbMATH DE number 4179266
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Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle
scientific article; zbMATH DE number 4179266

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    Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle (English)
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    1990
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    Bayesian estimation
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    mean-squares estimation
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    nonlinear filtering
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    state estimation
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    Fokker-Planck equation
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    maximum entropy principle
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