On approximation methods for nonlinear filtering
Author:
Publisher
Springer Berlin Heidelberg
Link
http://link.springer.com/content/pdf/10.1007/BFb0064864
Reference11 articles.
1. J.M.C. Clark, The design of robust approximations to the stochastic differential equations of nonlinear filtering" in J.K. Skwirzynski (ed.), "Communication systems and random process theory" Sijthoff and Noordhoff, 1978.
2. M.H.A. Davis, "Pathwise nonlinear filtering", in M. Hazewinkel and J.C. Willems (eds.), "Stochastic systems: the mathematics of filtering and identification and applications", Reidel 1981.
3. G.B. Di Masi and W.J. Runggaldier, "Continuous-time approximations for the nonlinear filtering problem", Appl. Math. and Opt. 7, 233–245, 1981.
4. G.B. Di Masi and W.J. Runggaldier, "An approximation to optimal nonlinear filtering with discontinuous observations" in M. Hazewinkel and J.C. Willems (eds.), "Stochastic systems: the mathematics of filtering and identification and applications", Reidel 1981.
5. G.B.Di Masi and W.J. Runggaldier, "On robust approximations in nonlinear filtering", Proc. 2nd Bad Honnef Workshop on "Stochastic differential systems" (M. Kohlmann ed.), Springer-Verlag (to appear).
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