Derivation and analysis of simplified filters

DOI10.4310/CMS.2017.V15.N2.A6zbMath1365.60042arXiv1512.03647MaRDI QIDQ2627196

Andrew M. Stuart, Won Jung Lee

Publication date: 30 May 2017

Published in: Communications in Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1512.03647

zbMATH Keywords

filteringBayesian statisticssequential estimationmodel error

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Sequential estimation (62L12)

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