NONLINEAR FILTERING OF SMOOTH SIGNALS

DOI10.1142/S0219493705001262zbMath1059.62088MaRDI QIDQ4662168

Rafail Z. Khasminskii

Publication date: 30 March 2005

Published in: Stochastics and Dynamics (Search for Journal in Brave)

zbMATH Keywords

Kalman filteron-line estimationnonlinear estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Sequential statistical analysis (62L10)

Related Items (2)

On-line estimation of smooth signals with partial observation ⋮ On parameter estimation of the hidden Gaussian process in perturbed SDE

Cites Work

• Tracking of signals and its derivatives in Gaussian white noise
• Remarks on Some Nonparametric Estimates of a Density Function
• On Estimation of a Probability Density Function and Mode
• Unnamed Item

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