Some recent developments in nonlinear filtering theory

DOI10.1007/BF00120483zbMath0533.60049OpenAlexW4247261937MaRDI QIDQ789808

Rajeeva L. Karandikar, Gopinath Kallianpur

Publication date: 1983

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00120483

zbMATH Keywords

nonlinear filteringrobust filteringfinitely additive white noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Axioms; other general questions in probability (60A05)

Related Items (3)

A class of solvable nonlinear filters ⋮ The markov property of the filter in the finitely additive white noise approach to nonlinear filtering^† ⋮ Some recent developments in nonlinear filtering theory

Cites Work

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• A finitely additive white noise approach to nonlinear filtering
• Some recent developments in nonlinear filtering theory
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• The markov property of the filter in the finitely additive white noise approach to nonlinear filtering^†
• Measure-valued equations for the optimum filter in finitely additive nonlinear filtering theory
• On a multiplicative functional transformation arising in nonlinear filtering theory
• ON STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• ON THE CAUCHY PROBLEM FOR LINEAR STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS
• ON THE QUESTION OF ABSOLUTE CONTINUITY AND SINGULARITY OF PROBABILITY MEASURES
• On the optimal filtering of diffusion processes
• Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation Errors
• Stochastic Differential Equations Occurring in the Estimation of Continuous Parameter Stochastic Processes
• Stochastic evolution equations

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