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Filtering problem (stochastic processes)

In the theory of stochastic processes, filtering describes the problem of determining the state of a system from an incomplete and potentially noisy set of observations. For example, in GPS navigation, filtering helps estimate a car’s true position (the state) from noisy satellite signals (the observations). While originally motivated by problems in…

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The mathematical formalism, Overview & More advanced result: nonlinear filtering SPDE

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Overview

The mathematical formalism

Basic result: orthogonal projection

More advanced result: nonlinear filtering SPDE

Advanced semantic analysis

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Filtering problem (stochastic processes)

Nodes41
Edges40
Triples2
Avg. degree1.95
Density0.04878
Components1

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Important terminology

filtering filter problem solution dimensional observations example filters optimal projection state stochastic system signal density general based equation linear finite

Entity relationships Subject–Predicate–Object triples

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SubjectPredicateObjectConfidenceSrc
for example the projection filtersinstance ofor more methodologically oriented0.80text
some sub-families of which are shown to coincide with the assumed density filtersinstance ofor more methodologically oriented0.80text

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