Adaptive nonlinear continuous-discrete filtering
type: Item
instance of: scholarly article
title: Adaptive nonlinear continuous-discrete filtering
zbMATH Open document ID: 1029.65009
DOI: 10.1016/S0168-9274(03)00103-X
published in: Applied Numerical Mathematics
publication date: 2003-10-14T00:00:00Z
Mathematics Subject Classification ID: 65C30
Mathematics Subject Classification ID: 65K10
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 60H35
Mathematics Subject Classification ID: 93E24
zbMATH DE Number: 1992881
zbMATH Keywords: Optimal adaptive filtering
zbMATH Keywords: Continuous-discrete filtering
zbMATH Keywords: Optimal estimate
zbMATH Keywords: Nonlinear stochastic system
zbMATH Keywords: Separation theorem
zbMATH Keywords: numerical examples
zbMATH Keywords: Ito stochastic differential equation
zbMATH Keywords: stochastic difference equations
author: Younghee Lee
author: M. Oh
author: V. I. Shin
MaRDI profile type: Publication
cites work: Method of normal approximation in problems of adaptive discrete filtering and recognition
cites work: Review of scientific works of Academician V. V. Pugachev
cites work: Stochastic processes and filtering theory
cites work: Optimal non-linear estimation†
cites work: Supervised learning sequential structure and parameter adaptive pattern recognition: Discrete data case (Corresp.)
cites work: On joint detection, estimation and system identification: discrete data case
cites work: Partitioned linear estimation algorithms: Discrete case
cites work: Recursive filtering in discrete nonlinear systems with unknown parameters
cites work: Q4725432
cites work: Stochastic systems. Theory and applications. Transl. from the Russian manuscript by I. V. Sinitsyna
cites work: Q3759620
cites work: Q5670067
cites work: Pugachev's filters for complex information processing
cites work: Conditionally optimal filtering and recognition of signals in stochastic differential systems
cites work: Q4316028
cites work: Q4695916
cites work: Q4003643
full work available at URL: s0168-9274(03)00103-x
OpenAlex ID: W2082027365
Recommended article: Continuous-time adaptive filtering
Recommended article: Q3476735
Recommended article: Adaptive filtering
Recommended article: Q4845543
Recommended article: Adaptive Filtering
Recommended article: Adaptive control with nonlinear filtering
Recommended article: Q4308136
Recommended article: Q3783125
Recommended article: Adaptive filtering of nonstationary drifts
description: scientific article; zbMATH DE number 1992881