Nonlinear filtering and optimal phase tracking

DOI10.1007/978-1-4614-0487-3zbMath1251.60003OpenAlexW637287754MaRDI QIDQ639248

Zeev Schuss

Publication date: 19 September 2011

Published in: Applied Mathematical Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4614-0487-3

zbMATH Keywords

smoothingnonlinear filteringZakai equationlow observation noisemean time to lose lockminimum noise energy estimatorphase tracking

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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Effective filtering for multiscale stochastic dynamical systems driven by Lévy processes ⋮ Data assimilation for a multiscale stochastic dynamical system with Gaussian noise ⋮ A preprocessing method for parameter estimation in ordinary differential equations ⋮ Oscillatory Survival Probability: Analytical and Numerical Study of a Non-Poissonian Exit Time ⋮ Effective filtering for multiscale stochastic dynamical systems in Hilbert spaces ⋮ Oscillatory Survival Probability and Eigenvalues of the Non-Self-Adjoint Fokker--Planck Operator

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