A Non-Linear Filter

DOI10.1080/07362990802128743zbMath1145.93426OpenAlexW2027227933MaRDI QIDQ3518308

Robert J. Elliott, Henry C. M. Leung, Jia Deng

Publication date: 7 August 2008

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

Full work available at URL: https://doi.org/10.1080/07362990802128743

zbMATH Keywords

nonlinear filterreference probabilityBayes' rule

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Discrete event control/observation systems (93C65)

Related Items (1)

A Nonlinear Filter with Fractional Gaussian Noise

Cites Work

• Unnamed Item
• An aperiodic phenomenon of the extended Kalman filter in filtering noisy chaotic signals

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