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Volumn 38, Issue 6, 2000, Pages 1874-1908

Approximation and limit results for nonlinear filters over an infinite time interval: Part II, Random sampling algorithms

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; ELECTRIC NETWORK ANALYSIS; ERROR ANALYSIS; RANDOM PROCESSES; ROBUSTNESS (CONTROL SYSTEMS);

EID: 0034542098     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012998349935     Document Type: Article
Times cited : (11)

References (29)
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    • D. CRISAN AND T. LYONS, Nonlinear filtering and measure valued processes, Probab. Theory Related Fields, 109 (1997), pp. 217-244.
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  • 7
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    • Filtrage non-linéaire résolution particuliere à la monte carlo
    • P. DEL MORAL AND G. SALAT, Filtrage non-linéaire résolution particuliere à la monte carlo, C.R. Acad. Sci. Paris Ser. I Math, 320 (1997) pp. 1147-1152.
    • (1997) C.R. Acad. Sci. Paris Ser. I Math , vol.320 , pp. 1147-1152
    • Del Moral, P.1    Salat, G.2
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    • (1995) J. Guidance Control Dynamics , vol.18 , pp. 1434-1443
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  • 13
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    • Novel approach to nonlinear/nonGaussian Baysian state estimation
    • N.J. GORDON, D.J. SALMOND, AND A.F.M. SMITH, Novel approach to nonlinear/nonGaussian Baysian state estimation, IEE Proceedings-F, 140 (1993), pp. 107-113.
    • (1993) IEE Proceedings-F , vol.140 , pp. 107-113
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  • 14
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    • Stochastic differential equations for the nonlinear filtering problem
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.