DocumentCode
1744237
Title
On pathwise uniqueness for the Zakai filter equation
Author
Lucic, Vladimir M. ; Heunis, Andrew J.
Author_Institution
Dept. of Electr. & Comput. Eng., Waterloo Univ., Ont., Canada
Volume
5
fYear
2000
fDate
2000
Firstpage
4274
Abstract
We study a nonlinear filtering problem in which the signal to be estimated is conditioned by the observations. The main result establishes pathwise uniqueness for the unnormalized (Zakai) filter equation
Keywords
differential equations; filtering theory; nonlinear filters; Zakai filter equation; measure-valued stochastic differential equations; nonlinear filtering problem; pathwise uniqueness; unnormalized filter equation; Differential equations; Extraterrestrial measurements; Filtering; Markov processes; Maximum likelihood detection; Nonlinear equations; Nonlinear filters; Signal mapping; Signal processing; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2000. Proceedings of the 39th IEEE Conference on
Conference_Location
Sydney, NSW
ISSN
0191-2216
Print_ISBN
0-7803-6638-7
Type
conf
DOI
10.1109/CDC.2001.914571
Filename
914571
Link To Document