• DocumentCode
    1929202
  • Title

    Nonlinear filtering in infinite dimensional spaces

  • Author

    Florchinger, Patrick

  • Author_Institution
    Dept. de Math., CNRS, Moulins-les-Metz, France
  • Volume
    5
  • fYear
    1997
  • fDate
    10-12 Dec 1997
  • Firstpage
    4467
  • Abstract
    The purpose of this paper is to prove that the unnormalized filter associated with a nonlinear filtering problem in infinite dimensions solves a parabolic stochastic partial differential equation-the Zakai equation
  • Keywords
    Hilbert spaces; differential equations; filtering theory; nonlinear filters; parabolic equations; probability; stochastic processes; Zakai equation; infinite dimensional spaces; nonlinear filtering; parabolic stochastic partial differential equation; unnormalized filter; Differential equations; Filtering; Filtration; Hilbert space; Indium tin oxide; Nonlinear equations; Nonlinear filters; Partial differential equations; Signal processing; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1997., Proceedings of the 36th IEEE Conference on
  • Conference_Location
    San Diego, CA
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-4187-2
  • Type

    conf

  • DOI
    10.1109/CDC.1997.649669
  • Filename
    649669
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1929202