Equations of Nonlinear Filtering of Prediction and Smoothing.

被引:17
|
作者
Pardoux, E.
机构
来源
Stochastics | 1982年 / 6卷 / 3-4期
关键词
716; Telecommunication; Radar; Radio and Television - 717 Optical Communication - 718 Telephone Systems and Related Technologies; Line Communications - 731 Automatic Control Principles and Applications;
D O I
10.1080/17442508208833204
中图分类号
学科分类号
摘要
21
引用
收藏
页码:193 / 231
相关论文
共 50 条
  • [31] Stiffness of approximate nonlinear filtering equations
    Bulychev, YG
    Eliseev, AV
    AUTOMATION AND REMOTE CONTROL, 1999, 60 (01) : 27 - 35
  • [32] SIAC Filtering for Nonlinear Hyperbolic Equations
    Li, Xiaozhou
    Ryan, Jennifer K.
    INTERDISCIPLINARY TOPICS IN APPLIED MATHEMATICS, MODELING AND COMPUTATIONAL SCIENCE, 2015, 117 : 285 - 291
  • [33] TIME DISCRETIZATION OF NONLINEAR FILTERING EQUATIONS
    LEGLAND, F
    PROCEEDINGS OF THE 28TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-3, 1989, : 2601 - 2606
  • [34] DYNAMICAL EQUATIONS FOR OPTIMAL NONLINEAR FILTERING
    KUSHNER, HJ
    JOURNAL OF DIFFERENTIAL EQUATIONS, 1967, 3 (02) : 179 - &
  • [35] Nonlinear filtering of a system of logistic equations
    Ahlip, R
    Anh, V
    BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY, 1997, 55 (02) : 219 - 238
  • [36] Nonlinear fusion filters based on prediction and smoothing
    CHENG Qiansheng
    Chinese Science Bulletin, 2000, (18) : 1726 - 1728
  • [37] Nonlinear fusion filters based on prediction and smoothing
    Cheng, QS
    Zhou, XB
    Sun, XC
    CHINESE SCIENCE BULLETIN, 2000, 45 (18): : 1726 - 1728
  • [38] ON THE JOINT NONLINEAR FILTERING-SMOOTHING OF DIFFUSION-PROCESSES
    ZEITOUNI, O
    BOBROVSKY, BZ
    SYSTEMS & CONTROL LETTERS, 1986, 7 (04) : 317 - 321
  • [39] A nonlinear iterative filtering-smoothing algorithm for GPS positioning
    Cao, Yi
    Mao, Xu-Chu
    Shanghai Jiaotong Daxue Xuebao/Journal of Shanghai Jiaotong University, 2009, 43 (07): : 1108 - 1112
  • [40] State-controlled banks and income smoothing. Do politics matter?
    Doan, Anh-Tuan
    Lin, Kun-Li
    Doong, Shuh-Chyi
    NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 51