Observations Preprocessing and Quantization for Nonlinear Filters

DOI10.1137/S0363012997331147zbMath0942.93042MaRDI QIDQ4943732

Nigel J. Newton

Publication date: 19 March 2000

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

zbMATH Keywords

weak convergencequantizationnonlinear filteringapproximate filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Functional limit theorems; invariance principles (60F17)

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Observation sampling and quantisation for continuous-time estimators. ⋮ Optimal quantization methods for nonlinear filtering with discrete-time observations

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