On the nice behaviour of the Gaussian projection filter with small observation noise-Reference-Cited by-同舟云学术

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On the nice behaviour of the Gaussian projection filter with small observation noise

Published:1995-12 Issue:5 Volume:26 Page:363-370
ISSN:0167-6911
Container-title:Systems & Control Letters
language:en
Short-container-title:Systems & Control Letters

Author:

Brigo Damiano

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Mechanical Engineering,General Computer Science,Control and Systems Engineering

Reference12 articles.

1. New results on the Gaussian projection filter with small observation noise;Brigo,1995

2. A differential geometric approach to nonlinear filtering: the projection filter;Brigo,1995

3. On the relationship between assumed density filters and projection filters;Brigo,1995

4. An introduction to nonlinear filtering;Davis,1981

5. New results on the projection filter;Hanzon,1991

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3. Automated measurements of fiber diameters in melt-blown nonwovens;Journal of Industrial Textiles;2013-01-07

4. Approximate Nonlinear Filtering by Projection on Exponential Manifolds of Densities;Bernoulli;1999-06

5. On some filtering problems arising in mathematical finance;Insurance: Mathematics and Economics;1998-05

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