Deterministic and stochastic approaches to nonlinear filtering

zbMATH Open0979.93113MaRDI QIDQ2722576

Wendell H. Fleming

Publication date: 29 January 2002

zbMATH Keywords

small noise limitstochastic filteringrisk-sensitive filteringdeterministic filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10)

Related Items (9)

The construction of filters in nonlinear deterministic systems ⋮ On the Reference Probability Approach to the Equations of Non-Linear Filtering ⋮ Nonlinear filtering and measure-valued processes ⋮ Stability and uniform approximation of nonlinear filters using the Hilbert metric and application to particle filters ⋮ Solving approximately an optimal nonlinear filtering problem for stochastic differential systems by statistical modeling ⋮ Filtering under nonrandom disturbances: the method of invariant ellipsoids ⋮ Exact sequential filtering, smoothing and prediction for nonlinear systems ⋮ Exact sequential filtering, smoothing and prediction for nonlinear systems ⋮ On nonlinear filtering problems for discrete time stochastic processes

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