Analytical methods for performance evaluation of nonlinear filters

DOI10.1016/0022-247X(71)90033-3zbMath0247.60032MaRDI QIDQ2556062

Yanyan Li

Publication date: 1971

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items

Developing practical filters for non-linear systems using a new approach

Cites Work

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• Estimation of the state of a nonlinear process in the presence of nongaussian noise and disturbances
• Optimal multichannel nonlinear filtering
• A valid mathematical model for approximate nonlinear minimal-variance filtering
• Dynamical equations for optimal nonlinear filtering
• Stochastic processes and filtering theory
• On the Differential Equations Satisfied by Conditional Probablitity Densities of Markov Processes, with Applications
• Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering