Observation sampling and quantisation for continuous-time estimators-Reference-Cited by-同舟云学术

Observation sampling and quantisation for continuous-time estimators

Published:2000-06 Issue:2 Volume:87 Page:311-337
ISSN:0304-4149
Container-title:Stochastic Processes and their Applications
language:en
Short-container-title:Stochastic Processes and their Applications

Author:

Newton Nigel J.

Publisher

Elsevier BV

Subject

Applied Mathematics,Modeling and Simulation,Statistics and Probability

Reference33 articles.

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2. Nonlinear filtering theory;Bucy;IEEE Trans. Automat. Control,1965

3. Budhiraja, A., Kushner, H.J., 1998. Approximation and limit results for nonlinear filters over an infinite time horizon. Preprint, Brown University, Providence.

4. Robustesse du filtre et calcul des variations stochastiques;Chaleyat-Maurel;J. Funct. Anal.,1986

5. Une propriété de continuité en filtrage nonlinéaire;Chaleyat-Maurel;Stochastics,1986

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1. Moderate Deviations of a Random Riccati Equation;IEEE Transactions on Automatic Control;2012-09

2. Sample path large deviations for the randomly sampled continuous-discrete Kalman filter;49th IEEE Conference on Decision and Control (CDC);2010-12

3. Quantization Based Filtering Method Using First Order Approximation;SIAM Journal on Numerical Analysis;2010-01

4. Monte Carlo methods for backward equations in nonlinear filtering;Advances in Applied Probability;2009-03

5. Monte Carlo methods for backward equations in nonlinear filtering;Advances in Applied Probability;2009-03