Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences
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On the innovations problem for a finite additive white noise approach to nonlinear filtering

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009058 ◽

2005 ◽

pp. 185-206

Author(s):

Jin H. Seo ◽

Ravi R. Mazumdar

Keyword(s):

White Noise ◽

Nonlinear Filtering ◽

Additive White Noise

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Galerkin approximation for optimal linear filtering of infinite dimensional linear systems

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009049 ◽

2005 ◽

pp. 42-63

Author(s):

A. Germani ◽

L. Jetto ◽

M. Piccioni

Keyword(s):

Linear Systems ◽

Galerkin Approximation ◽

Linear Filtering ◽

Infinite Dimensional ◽

Optimal Linear ◽

Optimal Linear Filtering

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Equivalence and reversibility of point processes

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009048 ◽

2005 ◽

pp. 30-41

Author(s):

Ralph L. Disney ◽

Peter C. Kiessler

Keyword(s):

Point Processes

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The averaging principle for a class of stochastic algorithms in adaptive filtering

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009054 ◽

2005 ◽

pp. 113-130

Author(s):

Michel Metivier

Keyword(s):

Adaptive Filtering ◽

Stochastic Algorithms ◽

Averaging Principle

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Martingale problems for controlled processes

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009051 ◽

2005 ◽

pp. 75-90 ◽

Cited By ~ 4

Author(s):

Thomas G. Kurtz

Keyword(s):

Controlled Processes ◽

Martingale Problems

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Filtering on manifolds

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009056 ◽

2005 ◽

pp. 147-160 ◽

Cited By ~ 3

Author(s):

Monique Pontier ◽

Jacques Szpirglas

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Optimization of drugs' action

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009046 ◽

2005 ◽

pp. 1-15

Author(s):

Y. Cherruault ◽

J. F. Prost

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Asymptotic study of estimation problems with small observation noise

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009055 ◽

2005 ◽

pp. 131-146 ◽

Cited By ~ 3

Author(s):

Jean Picard

Keyword(s):

Asymptotic Study ◽

Estimation Problems ◽

Observation Noise ◽

Small Observation

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Estimation of immune response model parameters based on maximum likelihood method

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009052 ◽

2005 ◽

pp. 91-98

Author(s):

G. I. Marchuk ◽

S. M. Zuev

Keyword(s):

Immune Response ◽

Maximum Likelihood ◽

Maximum Likelihood Method ◽

Likelihood Method ◽

Model Parameters ◽

Response Model

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Approximate impulse control of partially observed systems

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0009053 ◽

2005 ◽

pp. 99-112

Author(s):

G. Mazziotto

Keyword(s):

Impulse Control ◽

Partially Observed

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Stochastic Modelling and Filtering - Lecture Notes in Control and Information SciencesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer-Verlag

On the innovations problem for a finite additive white noise approach to nonlinear filtering

Galerkin approximation for optimal linear filtering of infinite dimensional linear systems

Equivalence and reversibility of point processes

The averaging principle for a class of stochastic algorithms in adaptive filtering

Martingale problems for controlled processes

Filtering on manifolds

Optimization of drugs' action

Asymptotic study of estimation problems with small observation noise

Estimation of immune response model parameters based on maximum likelihood method

Approximate impulse control of partially observed systems

Stochastic Modelling and Filtering - Lecture Notes in Control and Information Sciences
Latest Publications