DocumentCode :
794204
Title :
Nonlinear filtering: The exact dynamical equations satisfied by the conditional mode
Author :
Kushner, Harold J.
Author_Institution :
Brown University, Providence, RI, USA
Volume :
12
Issue :
3
fYear :
1967
fDate :
6/1/1967 12:00:00 AM
Firstpage :
262
Lastpage :
267
Abstract :
The signal xt is a stochastic process satisfying the stochastic differential equation 
. Observations 
are taken, where 
is white noise. The exact dynamical equation for the mode of the conditional density of xt is derived and discussed.
. Observations are taken, where is white noise. The exact dynamical equation for the mode of the conditional density of xKeywords :
Nonlinear filtering; Stochastic processes; Calculus; Differential equations; Filtering; Kalman filters; Nonlinear equations; Nonlinear filters; Signal processing; Stochastic processes; Stochastic resonance; White noise;
fLanguage :
English
Journal_Title :
Automatic Control, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9286
Type :
jour
DOI :
10.1109/TAC.1967.1098582
Filename :
1098582
Link To Document :
