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Volumn 38, Issue 2, 2000, Pages 482-502

Observations preprocessing and quantization for nonlinear filters

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; MARKOV PROCESSES; MATHEMATICAL MODELS; OPTIMIZATION; SPURIOUS SIGNAL NOISE;

EID: 0033885338     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012997331147     Document Type: Article
Times cited : (9)

References (19)
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    • Davis, M.H.A.1
  • 5
    • 0008402311 scopus 로고
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    • Di Masi, G.B.1    Pratelli, M.2    Runggaldier, W.J.3
  • 7
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    • Stochastic differential equations for the nonlinear filtering problem
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    • Fujisaki, M.1    Kallianpur, G.2    Kunita, H.3
  • 8
    • 0001498426 scopus 로고
    • 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.
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  • 9
    • 21144473580 scopus 로고
    • On some filtration procedure for jump Markov process observed in white Gaussian noise
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    • Observation sampling and quantisation for continuous-time estimators
    • to appear
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  • 17
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.