Conception d'algorithmes parallélisables et convergents de filtrage récursif non-linéaire

DOI10.1007/BF01442132zbMath0391.93029OpenAlexW2912227079MaRDI QIDQ1251626

F. Levieux

Publication date: 1978

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442132

zbMATH Keywords

Parallel AlgorithmsRecursive Nonlinear Kalman-Bucy FiltersTheoretical and Numerical Convergence

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items

Pathwise approximation and simulation for the Zakai filtering equation through operator splitting, Lie-trotter product formulas for nonlinear filtering, Conditional distributions of discontinuous processes. I

Cites Work

• Dynamical equations for optimal nonlinear filtering
• Stochastic differential equations for the non linear filtering problem
• On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
• On the optimal filtering of diffusion processes
• On Square Integrable Martingales
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