An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods
type: Item
instance of: scholarly article
title: An extension of the Beneš filter and some identification problems solved by nonlinear filtering methods
zbMATH Open document ID: 0552.93056
DOI: 10.1016/0167-6911(84)90003-3
published in: Systems \& Control Letters
publication date: 1984-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E12
Mathematics Subject Classification ID: 60G35
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 3880559
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: finite dimensional filters
author: Ofer Zeitouni
reviewed by: T. E. Duncan
MaRDI profile type: Publication
full work available at URL: 0167-6911(84)90003-3
OpenAlex ID: W2014159108
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description: scientific article; zbMATH DE number 3880559