Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle

DOI10.1016/0165-1684(90)90102-5zbMATH Open0715.93061OpenAlexW2030381855MaRDI QIDQ752659

Guy Jumarie

Publication date: 1990

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(90)90102-5

zbMATH Keywords

Fokker-Planck equationstate estimationnonlinear filteringmaximum entropy principleBayesian estimationmean-squares estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (2)

Statistically-efficient filtering in impulsive environments: Weighted myriad filters ⋮ UKF Based Nonlinear Filtering Using Minimum Entropy Criterion

This page was built for publication: Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle