• DocumentCode
    3038163
  • Title

    Filtering and smoothing equations for the filtering problem of Benes

  • Author

    Ocone, D.L. ; Baras, J.S. ; Marcus, S.I.

  • Author_Institution
    University of Wisconsin-Madison, Madison, WI
  • fYear
    1981
  • fDate
    16-18 Dec. 1981
  • Firstpage
    83
  • Lastpage
    88
  • Abstract
    Filtering of a diffusion with nonlinear drifts of a type defined by Bene?? is studied. Explicit, finite dimensional, recurisve filters are shown to exist for moments and polynomial functionals of the diffusion, and a smoothing formula is given. These results are related to current, geometric approaches to filtering.
  • Keywords
    Equations; Filtering; Smoothing methods;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1981.269450
  • Filename
    4046891
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3038163