Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals

DOI10.1134/S1064230720010104zbMath1458.93254MaRDI QIDQ786118

E. A. Rudenko

Publication date: 12 August 2020

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

zbMATH Keywords

jump diffusion Markov signalsrecurrent nonlinear filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cites Work

• A optimal discrete nonlinear arbitrary-order filter
• Fundamentals of stochastic filtering
• Optimal continuous-discrete nonlinear finite memory filter with discrete predictions
• Continuous finite-dimensional locally optimal filtering of jump diffusions
• A survey of numerical methods for nonlinear filtering problems
• A solution of the navigation problem for autonomous insertion of payload into a geostationary orbit using a low-thrust engine
• Stochastic processes and filtering theory
• Cubature Kalman Filters
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals