Numerical Studies in Nonlinear Filtering

Inhaltsverzeichnis

• Preliminaries.
• Estimation of parameters via state observation.
• Filtering via Markov chains approximation.
• A Kalman filter for a class of nonlinear stochastic systems.
• Approximating filters for continuous-time systems with interrupted observations.
• Estimation in a multitarget environment.
• State and parameter estimation.
• State estimation for systems driven by wiener and poisson processes.
• Prediction via Markov chains approximation.
• Some extensions of linear filtering.