-
1
-
-
0039799003
-
Discrete-time Galerkin approximations to the nonlinear filtering solution
-
J. F. BENNATON, Discrete-time Galerkin approximations to the nonlinear filtering solution, J. Math. Anal. Appl., 110 (1985), pp. 364-383.
-
(1985)
J. Math. Anal. Appl.
, vol.110
, pp. 364-383
-
-
Bennaton, J.F.1
-
2
-
-
0001424885
-
The design of robust approximations to the stochastic differential equations of nonlinear filtering
-
Communication Systems and Random Process Theory, J. K. Skwirzynski, ed., Sijthoff and Noordhoff, Alphen aan den Rijn
-
J. M. C. CLARK, The design of robust approximations to the stochastic differential equations of nonlinear filtering, in Communication Systems and Random Process Theory, J. K. Skwirzynski, ed., NATO Advanced Study Institute Series, Sijthoff and Noordhoff, Alphen aan den Rijn, 1978, pp. 721-734.
-
(1978)
NATO Advanced Study Institute Series
, pp. 721-734
-
-
Clark, J.M.C.1
-
3
-
-
0031256242
-
Nonlinear filtering and measure-valued processes
-
D. CRISAN AND T. LYONS, Nonlinear filtering and measure-valued processes, Probab. Theory Related Fields, 109 (1997), pp. 217-244.
-
(1997)
Probab. Theory Related Fields
, vol.109
, pp. 217-244
-
-
Crisan, D.1
Lyons, T.2
-
4
-
-
0043045882
-
A pathwise solution of the equations of nonlinear filtering
-
M. H. A. DAVIS, A pathwise solution of the equations of nonlinear filtering, Theory Probab. Appl., 27 (1983), pp. 167-175.
-
(1983)
Theory Probab. Appl.
, vol.27
, pp. 167-175
-
-
Davis, M.H.A.1
-
5
-
-
0008402311
-
An approximation for the nonlinear filtering problem with error bound
-
G. B. DI MASI, M. PRATELLI, AND W. J. RUNGGALDIER, An approximation for the nonlinear filtering problem with error bound, Stochastics, 14 (1985), pp. 247-271.
-
(1985)
Stochastics
, vol.14
, pp. 247-271
-
-
Di Masi, G.B.1
Pratelli, M.2
Runggaldier, W.J.3
-
7
-
-
84972561398
-
Stochastic differential equations for the nonlinear filtering problem
-
M. FUJISAKI, G. KALLIANPUR, AND H. KUNITA, Stochastic differential equations for the nonlinear filtering problem, Osaka J. Math., 9 (1972), pp. 19-40.
-
(1972)
Osaka J. Math.
, vol.9
, pp. 19-40
-
-
Fujisaki, M.1
Kallianpur, G.2
Kunita, H.3
-
8
-
-
0001498426
-
Estimation of stochastic systems: Arbitrary system process with additive white noise observation errors
-
G. KALLIANPUR AND C. STRIEBEL, Estimation of stochastic systems: Arbitrary system process with additive white noise observation errors, Ann. Math. Statist., 39 (1968), pp. 785-801.
-
(1968)
Ann. Math. Statist.
, vol.39
, pp. 785-801
-
-
Kallianpur, G.1
Striebel, C.2
-
9
-
-
21144473580
-
On some filtration procedure for jump Markov process observed in white Gaussian noise
-
R. KHAS'MINSKII AND B. LAZAREVA, On some filtration procedure for jump Markov process observed in white Gaussian noise, Ann. Statist., 20 (1992), pp. 2153-2160.
-
(1992)
Ann. Statist.
, vol.20
, pp. 2153-2160
-
-
Khas'minskii, R.1
Lazareva, B.2
-
10
-
-
0030268261
-
Asymptotic filtering for finite state Markov chains
-
R. KHASMINSKII AND O. ZEITOUNI, Asymptotic filtering for finite state Markov chains, Stochastic Process. Appl., 63 (1996), pp. 1-10.
-
(1996)
Stochastic Process. Appl.
, vol.63
, pp. 1-10
-
-
Khasminskii, R.1
Zeitouni, O.2
-
11
-
-
33746292669
-
Dynamical equations for non-linear filtering
-
H. J. KUSHNER, Dynamical equations for non-linear filtering, J. Differential Equations, 3, (1967), pp. 179-190.
-
(1967)
J. Differential Equations
, vol.3
, pp. 179-190
-
-
Kushner, H.J.1
-
12
-
-
0018737898
-
A robust discrete-state approximation to the optimal nonlinear filter for a diffusion
-
H. J. KUSHNER, A robust discrete-state approximation to the optimal nonlinear filter for a diffusion, Stochastics, 3 (1979), pp. 75-83.
-
(1979)
Stochastics
, vol.3
, pp. 75-83
-
-
Kushner, H.J.1
-
13
-
-
0003861445
-
-
MIT Press, Cambridge, MA
-
H. J. KUSHNER, Approximation and Weak Convergence Methods for Random Processes, With Application to Stochastic Systems Theory, MIT Press, Cambridge, MA, 1984.
-
(1984)
Approximation and Weak Convergence Methods for Random Processes, with Application to Stochastic Systems Theory
-
-
Kushner, H.J.1
-
14
-
-
0042044191
-
Splitting-up approximation for SPDEs and SDEs with application to nonlinear filtering
-
Stochastic Partial Differential Equations and Their Applications, Springer-Verlag, Berlin
-
F. LE GLAND, Splitting-up approximation for SPDEs and SDEs with application to nonlinear filtering, in Stochastic Partial Differential Equations and Their Applications, Lecture Notes in Control and Inform. Sci. 176, Springer-Verlag, Berlin, 1992, pp. 177-187.
-
(1992)
Lecture Notes in Control and Inform. Sci.
, vol.176
, pp. 177-187
-
-
Le Gland, F.1
-
16
-
-
85037968718
-
Observation sampling and quantisation for continuous-time estimators
-
to appear
-
N. J. NEWTON, Observation sampling and quantisation for continuous-time estimators, to appear in Stochastic Process. Appl.
-
Stochastic Process. Appl.
-
-
Newton, N.J.1
-
17
-
-
0021293613
-
Approximation of nonlinear filtering problems and order of convergence
-
Filtering and Control of Random Processes (E.N.S.T.-C.N.E.T. 1983), H. Korezlioglu, G. Mazziotto, and J. Szpirglas, eds., Springer-Verlag, New York
-
J. PICARD, Approximation of nonlinear filtering problems and order of convergence, in Filtering and Control of Random Processes (E.N.S.T.-C.N.E.T. 1983), Lecture Notes in Control and Informat. Sci. 61, H. Korezlioglu, G. Mazziotto, and J. Szpirglas, eds., Springer-Verlag, New York, 1984, pp. 219-236.
-
(1984)
Lecture Notes in Control and Informat. Sci.
, vol.61
, pp. 219-236
-
-
Picard, J.1
-
18
-
-
0001473054
-
Some applications of stochastic differential equations to optimal nonlinear filtering
-
W. M. WONHAM, Some applications of stochastic differential equations to optimal nonlinear filtering, SIAM J. Control, 2 (1964), pp. 347-369.
-
(1964)
SIAM J. Control
, vol.2
, pp. 347-369
-
-
Wonham, W.M.1
|