Abstract
We discuss some approximate solutions to nonlinear filtering with mixed observations, given in terms of finite-dimensional filters. Some related questions are also discussed, in particular that of obtaining robust approximations.
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© 1982 Spring-Verlag
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Di Masi, G.B., Runggaldier, W.J. (1982). On approximation methods for nonlinear filtering. In: Mitter, S.K., Moro, A. (eds) Nonlinear Filtering and Stochastic Control. Lecture Notes in Mathematics, vol 972. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064864
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DOI: https://doi.org/10.1007/BFb0064864
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