Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering
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Published By Springer New York

9780387768953, 9780387768960

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Finite-Dimensional Filters

Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering ◽

10.1007/978-0-387-76896-0_6 ◽

2009 ◽

pp. 141-163

Author(s):

Alan Bain ◽

Dan Crisan

Keyword(s):

Finite Dimensional

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The Stochastic Process π

Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering ◽

10.1007/978-0-387-76896-0_2 ◽

2009 ◽

pp. 13-45

Author(s):

Alan Bain ◽

Dan Crisan

Keyword(s):

Stochastic Process

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Introduction

Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering ◽

10.1007/978-0-387-76896-0_1 ◽

2009 ◽

pp. 1-9

Author(s):

Alan Bain ◽

Dan Crisan

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Uniqueness of the Solution to the Zakai and the Kushner–Stratonovich Equations

Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering ◽

10.1007/978-0-387-76896-0_4 ◽

2009 ◽

pp. 95-126

Author(s):

Alan Bain ◽

Dan Crisan

Keyword(s):

Uniqueness Of The Solution

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The Density of the Conditional Distribution of the Signal

Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering ◽

10.1007/978-0-387-76896-0_7 ◽

2009 ◽

pp. 165-188

Author(s):

Alan Bain ◽

Dan Crisan

Keyword(s):

Conditional Distribution

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The Robust Representation Formula

Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering ◽

10.1007/978-0-387-76896-0_5 ◽

2009 ◽

pp. 127-139

Author(s):

Alan Bain ◽

Dan Crisan

Keyword(s):

Representation Formula ◽

Robust Representation

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A Continuous Time Particle Filter

Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering ◽

10.1007/978-0-387-76896-0_9 ◽

2009 ◽

pp. 221-256

Author(s):

Alan Bain ◽

Dan Crisan

Keyword(s):

Particle Filter ◽

Continuous Time

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Numerical Methods for Solving the Filtering Problem

Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering ◽

10.1007/978-0-387-76896-0_8 ◽

2009 ◽

pp. 191-220

Author(s):

Alan Bain ◽

Dan Crisan

Keyword(s):

Numerical Methods ◽

Filtering Problem

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The Filtering Equations

Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering ◽

10.1007/978-0-387-76896-0_3 ◽

2009 ◽

pp. 47-93

Author(s):

Alan Bain ◽

Dan Crisan

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Particle Filters in Discrete Time

Stochastic Modelling and Applied Probability - Fundamentals of Stochastic Filtering ◽

10.1007/978-0-387-76896-0_10 ◽

2009 ◽

pp. 257-290

Author(s):

Alan Bain ◽

Dan Crisan

Keyword(s):

Discrete Time ◽

Particle Filters

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