Monte Carlo technique for prediction and filtering of non-linear stochastic processes

DOI10.1016/0005-1098(70)90010-5zbMath0203.47402OpenAlexW2052920959MaRDI QIDQ2541829

J. E. Handschin

Publication date: 1970

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0005-1098(70)90010-5

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Cites Work

• Monte Carlo technique for prediction and filtering of non-linear stochastic processes
• Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering†
• An approximate method of state estimation for non-linear dynamical systems with state-dependent noise†
• Near-optimal non-linear filtering using quasi-moment functions†
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