An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods

DOI10.1016/0167-6911(84)90003-3zbMath0552.93056OpenAlexW2014159108MaRDI QIDQ801869

Ofer Zeitouni

Publication date: 1984

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6911(84)90003-3

zbMATH Keywords

nonlinear filteringfinite dimensional filters

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12) Diffusion processes (60J60)

Related Items (5)

On some finite dimensional nonlinear filters for certain diffusions observed in correlated noise ⋮ Parameter estimation of partially observed continuous time stochastic processes via the EM algorithm ⋮ On the joint nonlinear filtering-smoothing of diffusion processes ⋮ Filtering of some nonlinear diffusions satisfying the general Beneš condition ⋮ On the Reference Probability Approach to the Equations of Non-Linear Filtering

Cites Work

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• New classes of finite-dimensional nonlinear filters
• Stochastic processes and filtering theory
• Exact finite-dimensional filters for certain diffusions with nonlinear drift
• Explicit solutions to a class of nonlinear filtering problems
• On the optimal filtering of diffusion processes
• Supervised learning sequential structure and parameter adaptive pattern recognition: Discrete data case (Corresp.)

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