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New algorithms in real time solution of the nonlinear filtering problem

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Publication:1024924
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DOI10.4310/CIS.2008.v8.n3.a6zbMath1162.94317MaRDI QIDQ1024924

Stephen Shing-Toung Yau

Publication date: 17 June 2009

Published in: Communications in Information and Systems (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.cis/1241018505



Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)


Related Items (3)

Hypoellipticity and ergodicity of the Wonham filter as a diffusion process ⋮ Optimal structure of continuous nonlinear reduced-order Pugachev filter ⋮ A generalized positive energy theorem for spaces with asymptotic SUSY compactification




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