Nonlinear filtering of convex sets of probability distributions

DOI10.1016/S0378-3758(01)00207-5zbMath1017.60047MaRDI QIDQ1611808

R. Smith

Publication date: 28 August 2002

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

zbMATH Keywords

Galerkin approximationimprecise probabilitiesKolmogorov's equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Robust Kalman and Bayesian Set-Valued Filtering and Model Validation for Linear Stochastic Systems

Cites Work

• On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory
• Stochastic processes and filtering theory
• Conditional Markov Processes
• Set-values filtering and smoothing
• Matrix Analysis
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
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