• DocumentCode
    3039382
  • Title

    The solution of the nonlinear filtering equation as a likelihood function

  • Author

    Pardoux, E.

  • Author_Institution
    Universit?? de Provence, Marseille C??dex
  • fYear
    1981
  • fDate
    16-18 Dec. 1981
  • Firstpage
    316
  • Lastpage
    319
  • Abstract
    We give a new interpretation of the solution of the NLF Zakai equation. Using an idea due to Fleming and Mitter, this interpretation can be carried over to the case where the observation noise is a coloured noise -which is the case in practice. It is believed that this result gives a firm ground for using NLF algorithms based on (approximate) solution of Zakai equation, in practical applications.
  • Keywords
    Filtering; Nonlinear equations; White noise; Yttrium;
  • 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.1981.269538
  • Filename
    4046946
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3039382