An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods
The author extends some nonlinear filtering examples of \textit{V. Beneš} [Stochastics 5, 65-92 (1981; Zbl 0458.60030)] to include unknown initial conditions and time dependent drift terms. These results give examples of nonlinear filtering problems that possess finite dimensional filters. Some identification problems are also considered.
scientific article; zbMATH DE number 3880559
scientific article