Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An ensemble Kushner-Stratonovich-Poisson filter for recursive estimation
  in nonlinear dynamical systems   Despite the numerous applications that may be expeditiously modelled by
counting processes, stochastic filtering strategies involving Poisson-type
observations still remain somewhat poorly developed. In this work, we propose a
Monte Carlo stochastic filter for recursive estimation in the context of
linear/nonlinear dynamical systems with Poisson-type measurements. A key aspect
of the present development is the filter-update scheme, derived from an
ensemble approximation of the time-discretized nonlinear filtering equation,
modified to account for Poisson-type measurements. Specifically, the additive
update through a gain-like correction term, empirically approximated from the
innovation integral in the filtering equation, eliminates the problem of
particle collapse encountered in many conventional particle filters. Through a
few numerical demonstrations, the versatility of the proposed filter is brought
forth, first with application to filtering problems with diffusive or
Poisson-type measurements and then to an automatic control problem wherein the
extremization of the associated cost functional is achieved simply by an
appropriate redefinition of the innovation process.

17
The categories of this paper are: q-fin
34
The categories of this paper are: chem-ph
4
The categories of this paper are: cond-mat
32
The categories of this paper are: atom-ph
36
The categories of this paper are: cmp-lg
15
The categories of this paper are: nucl-ex
33
The categories of this paper are: plasm-ph
30
The categories of this paper are: q-alg
12
The categories of this paper are: nucl-th
6
The categories of this paper are: astro-ph
37
The categories of this paper are: supr-con
26
The categories of this paper are: bayes-an
14
The categories of this paper are: math-ph
20
The categories of this paper are: acc-phys
22
The categories of this paper are: chao-dyn
24
The categories of this paper are: dg-ga