• DocumentCode
    3055646
  • Title

    On a transformation theory for diffusions and nonlinear filtering problems

  • Author

    Dyson, T. ; Schwartz, S.C.

  • Author_Institution
    GRD Inc., Warminster, PA
  • fYear
    1984
  • fDate
    12-14 Dec. 1984
  • Firstpage
    23
  • Lastpage
    28
  • Abstract
    Nonlinear diffusions defined by stochastic differential equations (s.d.e.) which admit exact recursive filtering solutions for the associated (unnormalized) conditional density (UCD) are presented. The diffusions are characterized by conditions on the s.d.e. drift and diffusion coefficient pair which admit a C?? transformation to an equivalent diffusion having linear dynamics.
  • Keywords
    Algebra; Differential equations; Filtering theory; Gaussian processes; Indium tin oxide; Nonlinear equations; Nonlinear filters; Stochastic processes; Testing; Variable speed drives;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 1984. The 23rd IEEE Conference on
  • Conference_Location
    Las Vegas, Nevada, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1984.272244
  • Filename
    4047826
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3055646