Deterministic nonlinear filtering
Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 4, Tome 25 (1997) no. 3-4, pp. 435-454.
@article{ASNSP_1997_4_25_3-4_435_0,
     author = {Fleming, Wendell H.},
     title = {Deterministic nonlinear filtering},
     journal = {Annali della Scuola Normale Superiore di Pisa - Classe di Scienze},
     pages = {435--454},
     publisher = {Scuola normale superiore},
     volume = {Ser. 4, 25},
     number = {3-4},
     year = {1997},
     mrnumber = {1655527},
     zbl = {1002.93061},
     language = {en},
     url = {http://archive.numdam.org/item/ASNSP_1997_4_25_3-4_435_0/}
}
TY  - JOUR
AU  - Fleming, Wendell H.
TI  - Deterministic nonlinear filtering
JO  - Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
PY  - 1997
SP  - 435
EP  - 454
VL  - 25
IS  - 3-4
PB  - Scuola normale superiore
UR  - http://archive.numdam.org/item/ASNSP_1997_4_25_3-4_435_0/
LA  - en
ID  - ASNSP_1997_4_25_3-4_435_0
ER  - 
%0 Journal Article
%A Fleming, Wendell H.
%T Deterministic nonlinear filtering
%J Annali della Scuola Normale Superiore di Pisa - Classe di Scienze
%D 1997
%P 435-454
%V 25
%N 3-4
%I Scuola normale superiore
%U http://archive.numdam.org/item/ASNSP_1997_4_25_3-4_435_0/
%G en
%F ASNSP_1997_4_25_3-4_435_0
Fleming, Wendell H. Deterministic nonlinear filtering. Annali della Scuola Normale Superiore di Pisa - Classe di Scienze, Série 4, Tome 25 (1997) no. 3-4, pp. 435-454. http://archive.numdam.org/item/ASNSP_1997_4_25_3-4_435_0/

[AQV] M. Akian - J.-P. Quadrat - M. Viot, Bellman Processes, in " Lecture Notes in Control and Information Science", No. 199, Springer-Verlag, 1994, 302-311. | Zbl

[BB] T. Basar - P. Bernhard, "H∞-Optimal Control and Related Minimax Design Problems ", Birkhauser, Boston, 1991. | Zbl

[BJP] R.K. Boel - M.R. James - I.R. Petersen, Robustness and Risk Sensitive Filtering, submitted to IEEE Trans. Auto. Control. | MR

[Da] M.H.A. Davis, "Lectures on Stochastic Control and Nonlinear Filtering", Tata Institute Lectures on Math. and Physics No. 75, Springer Verlag, 1984. | MR | Zbl

[DBB] G. Didinsky - T. Basar - P. Bernhard, Structural properties of minimax policies of a class of differential games arising in nonlinear H∞-control and filtering, in "Proc. 32nd IEEE Conf. on Decision and Control", San Antonio, 1993. | Zbl

[FM1] W.H. Fleming - W.M. Mceneaney, Risk sensitive optimal control and differential games, in "Lecture Notes in Control and Info. Sci.", No. 184, Springer Verlag, 1992, 185-197. | MR | Zbl

[FM2] W.H. Fleming - W.M. Mceneaney, Risk Sensitive and Robust Nonlinear Filtering, in "Proc. 36-th IEEE Conf. on Decision and Control", San Diego, 1997.

[FP] W.H. Fleming - E. Pardoux, Optimal control forpartially observed diffusions, SIAM J. Control and Optim. 2 (1982), 261-285. | MR | Zbl

[FR] W.H. Fleming - R.W. Rishel, "Deterministic and Stochastic Optimal Control", Springer-Verlag, 1975. | MR | Zbl

[FS] W.H. Fleming - H.M. Soner, "Controlled Markov Processes and Viscosity Solutions", Springer-Verlag, 1992. | MR | Zbl

[H] O. Hijab, "Minimum Energy Estimation", Ph.D. Dissertation, Univ. of Calif., Berkeley, 1980.

[JB] M.R. James - J.S. Baras, Nonlinear filtering and large deviations: A PDE-control theoretic approach, Stochastics 23 (1988), 391-412. | MR | Zbl

[JBE] M.R. James - J.S. Baras - R.J. Elliott, Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems, IEEE Trans. Auto. Control 39 (4) (1994), 780-792. | MR | Zbl

[JL] M. Joannides - F. Legland, Nonlinear filtering with continuous time perfect observations and noninformative quadratic variation, in "Proc. 36th IEEE Conf. on Decision and Control", San Diego, 1997.

[Kr] A.J. Krener, Necessary and sufficient conditions for nonlinear worst case (H∞) control and estimation, J. Math. Systems, Estimation and Control 4 (1994), 485-488; erratum 5 (1995), 257. | Zbl

[Ku] H. Kunita, Stochastic partial differential equations connected with nonlinear filtering, in "Lecture Notes in Math.", No. 972, Springer-Verlag, 1982. | MR | Zbl

[LMR] S. Lototsky - MIKULEVICIUS - B.L. Rozovskii, Nonlinear filtering revisited: a spectral approach, SIAM J. Control Optim. 35 (1997), 435-461. | MR | Zbl

[Mc1]W.M. Mceneaney, Uniqueness for viscosity solutions of nonstationary HJB equations under some a priori conditions (with applications), SIAM J. Control and Optim 33 (1995), 1560-1576. | MR | Zbl

[Mc2] W.M. Mceneaney, Robust/H∞ Filtering for Nonlinear Systems, to appear in Systems Control Lett. | Zbl

[Mi] S.K. Mitter, Lectures on nonlinear filtering and stochastic control, in "Lecture Notes in Math.", No. 972, Springer-Verlag, 1982. | MR | Zbl

[Mo] R.E. Mortensen, Maximum likelihood recursive nonlinear filtering, J. Optim. Theory Appl. 2 (1968), 386-394. | MR | Zbl

[OP] D. Ocone - E. Pardoux, Asymptotic stability of the optimal filter with respect to its initial condition, SIAM J. Control Optimiz. 34 (1996), 226-242. | MR | Zbl

[P] J. Picard, Nonlinear filtering of one-dimensional diffusions in case of a high-signal-to-noise ratio, SIAM J. Appl. Math. 46 (1986), 1098-1125. | MR | Zbl

[RW] R.T. Rockafellar - R.J.B. Wets, "Variational Analysis", Springer Verlag, 1997. | MR | Zbl