Add to ORKGThe problem of linear discrete filtering is resolved for the case when the observation channel contains piecewise continuous interference having a finite number of the first-kind discontinuities on the whole observation segment and is described, within the continuity intervals, by power polynomials with random coefficients. An illustrative example is included
We consider a discrete-time linear system with correlated Gaussian plant and observation noises and ...
This paper establishes practical stability results for an important range of approximate discrete-ti...
Robust nonlinear filters are robust against outliers in applications in which the underlying process...
: We consider the problem of estimating the state of a diffusion process, based on discrete time obs...
A discrete-time nonlinear filtering problem with piecewise linear coefficients and not necessarily G...
In this paper we explore the connection between discrete and continuous nonlinear filtering. In part...
International audienceWe consider the problem of estimating the state of a diffusion process, based ...
We provide a new technique for random signal estimation under the constraints that the data is corru...
In this paper, we consider the filtering of diffusion processes observed in non-Gaussian noise, when...
A model for nonlinear filtering is considered in which errors in state dynamics and observations are...
The aim of this paper is to introduce nonlinear operators which are robust to noise, by combining th...
Abstract. The asymptotic behavior of a nonlinear continuous time filtering problem is studied when t...
First we explain the interplay between robust loss functions, nonlinear filters and Bayes smoothers ...
AbstractThe continuous-discrete filtering problem for different types of observations is considered....
This paper is concerned with a polynomial approach to robust deconvolution filtering of linear discr...
We consider a discrete-time linear system with correlated Gaussian plant and observation noises and ...
This paper establishes practical stability results for an important range of approximate discrete-ti...
Robust nonlinear filters are robust against outliers in applications in which the underlying process...
: We consider the problem of estimating the state of a diffusion process, based on discrete time obs...
A discrete-time nonlinear filtering problem with piecewise linear coefficients and not necessarily G...
In this paper we explore the connection between discrete and continuous nonlinear filtering. In part...
International audienceWe consider the problem of estimating the state of a diffusion process, based ...
We provide a new technique for random signal estimation under the constraints that the data is corru...
In this paper, we consider the filtering of diffusion processes observed in non-Gaussian noise, when...
A model for nonlinear filtering is considered in which errors in state dynamics and observations are...
The aim of this paper is to introduce nonlinear operators which are robust to noise, by combining th...
Abstract. The asymptotic behavior of a nonlinear continuous time filtering problem is studied when t...
First we explain the interplay between robust loss functions, nonlinear filters and Bayes smoothers ...
AbstractThe continuous-discrete filtering problem for different types of observations is considered....
This paper is concerned with a polynomial approach to robust deconvolution filtering of linear discr...
We consider a discrete-time linear system with correlated Gaussian plant and observation noises and ...
This paper establishes practical stability results for an important range of approximate discrete-ti...
Robust nonlinear filters are robust against outliers in applications in which the underlying process...