• DocumentCode
    1806626
  • Title

    Filtering equations in infinite dimensional spaces with counting observation

  • Author

    Florchinger, Patrick

  • Author_Institution
    Metz Univ., France
  • Volume
    2
  • fYear
    1999
  • fDate
    1999
  • Firstpage
    1895
  • Abstract
    The purpose of this paper is to compute the filtering equations when the state process, given as the solution of a stochastic differential equation on an infinite dimensional Hilbert space, is observed through a counting observation
  • Keywords
    Hilbert spaces; differential equations; stochastic processes; counting observation; filtering equations; infinite dimensional Hilbert space; infinite dimensional spaces; stochastic differential equation; Equations; Filtering; Filters; Hilbert space; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
  • Conference_Location
    Phoenix, AZ
  • ISSN
    0191-2216
  • Print_ISBN
    0-7803-5250-5
  • Type

    conf

  • DOI
    10.1109/CDC.1999.830911
  • Filename
    830911
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1806626