Nonlinear Filtering Theory

Recent Advances in Stochastic Calculus - Progress in Automation and Information Systems ◽

10.1007/978-1-4612-3408-1_2 ◽

1990 ◽

pp. 27-64 ◽

Author(s):

Alain Bensoussan

Keyword(s):

Nonlinear Filtering ◽

Filtering Theory

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Some Recent Results in Nonlinear Filtering Theory with Finitely Additive White Noise.

10.21236/ada174878 ◽

1985 ◽

Author(s):

G. Kallianpur

Keyword(s):

White Noise ◽

Nonlinear Filtering ◽

Filtering Theory ◽

Additive White Noise

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The Stability and Approximation Problems in Nonlinear Filtering Theory

Stochastic Analysis ◽

10.1016/b978-0-12-481005-1.50022-3 ◽

1991 ◽

pp. 311-330

Author(s):

Hiroshi Kunita

Keyword(s):

Nonlinear Filtering ◽

Filtering Theory ◽

Approximation Problems ◽

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Asymptotically Optimal Nonlinear Filtering: Theory and Examples with Application to Target State Estimation

IFAC Proceedings Volumes ◽

10.3182/20080706-5-kr-1001.01456 ◽

2008 ◽

Vol 41 (2) ◽

pp. 8611-8617 ◽

Author(s):

Tayfun Çimen ◽

A.O. Merttopçuoğlu

Keyword(s):

State Estimation ◽

Nonlinear Filtering ◽

Filtering Theory ◽

Asymptotically Optimal ◽

Target State ◽

Optimal Nonlinear Filtering

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PROBABILITY DENSITIES FOR DIFFUSION PROCESSES WITH APPLICATIONS TO NONLINEAR FILTERING THEORY AND DETECTION THEORY

10.21236/ad0821974 ◽

1967 ◽

Author(s):

T. E. Duncan

Keyword(s):

Nonlinear Filtering ◽

Diffusion Processes ◽

Detection Theory ◽

Filtering Theory ◽

Probability Densities

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Some recent developments in nonlinear filtering theory

Acta Applicandae Mathematicae ◽

10.1007/bf00120483 ◽

1983 ◽

Vol 1 (4) ◽

pp. 399-434 ◽

Author(s):

G. Kallianpur ◽

R. L. Karandikar

Keyword(s):

Nonlinear Filtering ◽

Filtering Theory ◽

Recent Developments

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Nonlinear Filtering Theory for Stochastic Reaction–Diffusion Equations

stochastic processes and functional analysis ◽

10.1201/9781003067597-19 ◽

2020 ◽

pp. 219-234

Author(s):

S. L. Hobbs ◽

S. S. Sritharan

Keyword(s):

Nonlinear Filtering ◽

Reaction Diffusion ◽

Reaction Diffusion Equations ◽

Diffusion Equations ◽

Filtering Theory ◽

Stochastic Reaction

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A note on estimation algebras on nonlinear filtering theory

Systems & Control Letters ◽

10.1016/0167-6911(95)00071-2 ◽

1996 ◽

Vol 28 (1) ◽

pp. 55-63 ◽

Author(s):

Wen-Lin Chiou

Keyword(s):

Nonlinear Filtering ◽

Filtering Theory

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Abstract nonlinear filtering theory in the presence of fractional Brownian motion

10.1214/aoap/1029962865 ◽

1999 ◽

Vol 9 (4) ◽

pp. 1058-1090 ◽

Author(s):

L. Coutin ◽

L. Decreusefond

Keyword(s):

Brownian Motion ◽

Fractional Brownian Motion ◽

Nonlinear Filtering ◽

Filtering Theory

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Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory

Optimization Letters ◽

10.1007/s11590-007-0052-7 ◽

2007 ◽

Vol 2 (2) ◽

pp. 177-222 ◽

Author(s):

Francesca Mariani ◽

Graziella Pacelli ◽

Francesco Zirilli

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Stochastic Volatility ◽

Nonlinear Filtering ◽

Likelihood Estimation ◽

Stochastic Volatility Model ◽

Option Prices ◽

Filtering Theory ◽

Volatility Model

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Nonlinear filtering theory for coral/starfish and plant/herbivore interactions†

Stochastic Analysis and Applications ◽

10.1080/07362998608809077 ◽

1986 ◽

Vol 4 (1) ◽

pp. 1-23 ◽

Author(s):

P.L. Antonelli ◽

R.J. Elliott

Keyword(s):

Nonlinear Filtering ◽

Filtering Theory ◽

Herbivore Interactions ◽

Plant Herbivore

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