Approximation approach for nonlinear filtering problem with time dependent noises. I. Conditionally optimal filter in the minimum mean square sense
S. Hoang, Nguyen Thuc Loan, Rémy Baraille, Olivier Talagrand (1997)
Kybernetika
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Displaying similar documents to “Deterministic nonlinear filtering”
Approximation approach for nonlinear filtering problem with time dependent noises. I. Conditionally optimal filter in the minimum mean square sense
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Guaranteed performance robust Kalman filter for continuous-time Markovian jump nonlinear system with uncertain noise.
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A survey of some recent results on nonparametric on-line estimation is presented. The first result deals with an on-line estimation for a smooth signal S(t) in the classic 'signal plus Gaussian white noise' model. Then an analogous on-line estimator for the regression estimation problem with equidistant design is described and justified. Finally some preliminary results related to the on-line estimation for the diffusion observed process are described.
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Kybernetika
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