Applying the EKF to stochastic differential equations with level effects (Q1592900)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Applying the EKF to stochastic differential equations with level effects |
scientific article; zbMATH DE number 1553206
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Applying the EKF to stochastic differential equations with level effects |
scientific article; zbMATH DE number 1553206 |
Statements
Applying the EKF to stochastic differential equations with level effects (English)
0 references
1 May 2001
0 references
The authors consider a nonlinear filtering problem for a model with multiplicative noise. For a restricted class of systems of stochastic differential equations, they propose a transformation such that the transformed system is a system with additive noise.
0 references
stochastic modelling
0 references
nonlinear filtering
0 references
multiplicative noise
0 references
transformation
0 references
0.85282296
0 references
0.84938866
0 references
0.8484726
0 references
0.8480128
0 references
0.84428996
0 references
0.84130156
0 references
0.8410932
0 references
