DocumentCode
3480472
Title
Zakai equation of nonlinear filtering in infinite dimension
Author
Florchinger, Pairick
Author_Institution
Dept. de Math., Metz Univ., France
fYear
1991
fDate
11-13 Dec 1991
Firstpage
2754
Abstract
It is proved that the unnormalized filter associated with a nonlinear filtering problem with independent noises and bounded coefficients such that the signal process is infinite-dimensional solves a stochastic partial differential equation, the Zakai equation
Keywords
filtering and prediction theory; partial differential equations; signal processing; Zakai equation; bounded coefficients; infinite dimension; noises; nonlinear filtering; signal processing; stochastic partial differential equation; Differential equations; Filtering; Filters; Nonlinear equations; Partial differential equations; Random variables; Signal processing; Stochastic processes; Stochastic resonance; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1991., Proceedings of the 30th IEEE Conference on
Conference_Location
Brighton
Print_ISBN
0-7803-0450-0
Type
conf
DOI
10.1109/CDC.1991.261857
Filename
261857
Link To Document