Nonlinear filtering of continuous systems: foundational problems and new results
type: Item
instance of: scholarly article
title: Nonlinear filtering of continuous systems: foundational problems and new results
zbMATH Open document ID: 1066.93059
author: Peiliang Xu
published in: Journal of Geodesy
publication date: 2005-01-25T00:00:00Z
review text: Here Xu extends his earlier work on nonlinear filtering to continuous systems. Consideration is given to the practical consequences (and profound differences) that arise when nonlinear filtering is approached from the Bayesian and the frequentist points of view, and Xu in fact suggests that there may be a fundamental theoretical defect in the usual approach to the nonlinear filtering of continuous systems.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 2130901
zbMATH Keywords: nonlinear stochastic differential equations
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: continuous nonlinear systems
reviewed by: Andrew Dale
MaRDI profile type: Publication
full work available at URL: s00190-003-0323-8
OpenAlex ID: W1965795021
DOI: 10.1007/S00190-003-0323-8
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description: scientific article; zbMATH DE number 2130901