Found 20 Documents (Results 1–20)
The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one. (English) Zbl 1472.93186
Optimal structure of recurrent nonlinear filters of large order for diffusion signals. (English. Russian original) Zbl 1448.93331
J. Math. Sci., New York 250, No. 1, 134-143 (2020); translation from Probl. Mat. Anal. 104, 121-128 (2020).
Optimal recurrent nonlinear filter of a large order for jump diffusion Markov signals. (English. Russian original) Zbl 1458.93254
J. Comput. Syst. Sci. Int. 59, No. 1, 49-62 (2020); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2020, No. 1, 54-67 (2020).
MSC:
93E11
A quaternion-based robust adaptive spherical simplex unscented particle filter for MINS/VNS/GNS integrated navigation system. (English) Zbl 1435.93171
A backward doubly stochastic differential equation approach for nonlinear filtering problems. (English) Zbl 1488.65008
Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case. (English) Zbl 1387.93160
On the effectiveness of Monte Carlo for initial uncertainty forecasting in nonlinear dynamical systems. (English) Zbl 1378.93123
Optimal continuous-discrete nonlinear finite memory filter with discrete predictions. (Optimal continuous-discrete nonlinear finite memory filter with a discrete predictions.) (English. Russian original) Zbl 1383.93089
J. Comput. Syst. Sci. Int. 55, No. 6, 878-893 (2016); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2016, No. 6, 38-52 (2016).
A Kushner-Stratonovich Monte Carlo filter applied to nonlinear dynamical system identification. (English) Zbl 1285.93101
Optimal structure of continuous nonlinear reduced-order Pugachev filter. (English. Russian original) Zbl 1307.93429
J. Comput. Syst. Sci. Int. 52, No. 6, 866-892 (2013); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upr. 2013, No. 6, 25-51 (2013).
Particle filters in a multiscale environment: with application to the Lorenz-96 atmospheric model. (English) Zbl 1261.60042
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach. (English) Zbl 1226.91075
Continuous-discrete path integral filtering. (English) Zbl 1179.35329
MSC:
35Q84
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