DocumentCode :
404518
Title :
Nonlinear filtering for Markov diffusion systems with delayed observations
Author :
Calzolari, Antonella ; Florchinger, Patrick ; Nappo, Giovanna
Author_Institution :
Dipt. di Matematica, Universita di Roma, Rome, Italy
Volume :
2
fYear :
2003
fDate :
9-12 Dec. 2003
Firstpage :
1404
Abstract :
In this paper, we consider a nonlinear filtering problem when the state process is a diffusion Xt and the observations start at a fixed time T and from that time on depend on the delayed process Xt-T.
Keywords :
Markov processes; differential equations; filtering theory; nonlinear filters; Markov diffusion systems; delayed observations; nonlinear filtering; Added delay; Additive noise; Delay effects; Delay systems; Diffusion processes; Filtering; Filters; Nonlinear equations; Stochastic processes; Stochastic systems;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
ISSN :
0191-2216
Print_ISBN :
0-7803-7924-1
Type :
conf
DOI :
10.1109/CDC.2003.1272806
Filename :
1272806
Link To Document :
https://search.ricest.ac.ir/dl/search/defaultta.aspx?DTC=49&DC=404518
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