Probability densities for conditional statistics in the cubic sensor problem

DOI10.1007/BF02551408zbMath0658.60085OpenAlexW2134714495MaRDI QIDQ1111240

Daniel L. Ocone

Publication date: 1988

Published in: MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02551408

zbMATH Keywords

Malliavin calculuscubic sensor filtering problemfinite set of sufficient statisticsfinite-dimensional computability of filters

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic calculus of variations and the Malliavin calculus (60H07)

Related Items

Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric, Stochastic calculus of variations for stochastic partial differential equations

Cites Work

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• Des resultats de non existence de filtre de dimension finie
• Algebraic and Geometric Methods in Nonlinear Filtering
• On lie algebras and finite dimensional filtering