Bayesian approach to distributed-parameter filtering and smoothing†

DOI10.1080/00207177208932146zbMath0237.93056OpenAlexW2024175441MaRDI QIDQ5648232

Spyros G. Tzafestas

Publication date: 1972

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207177208932146

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cites Work

• Monte Carlo technique for prediction and filtering of non-linear stochastic processes
• Discrete time control of linear distributed parameter systems
• On optimal linear smoothing theory
• Generalizations and extensions of the Fokker- Planck-Kolmogorov equations
• The state-variable approach to analog communication theory
• Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering†