Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises
From MaRDI portal
Publication:1315952
DOI10.1016/0167-6911(93)90097-PzbMath0793.93114OpenAlexW1970245965MaRDI QIDQ1315952
Publication date: 24 March 1994
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(93)90097-p
Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (3)
Robust filtering: correlated noise and multidimensional observation ⋮ Continuity of the Filter with Unbounded Observation Coefficients ⋮ Nonlinear Filtering for Markov Systems with Delayed Observations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Diffusions conditionnelles. II. Générateur conditionel. Application au filtrage
- Cauchy problem for stochastic partial differential equations arizing in nonlinear filtering theory
- On the gap between deterministic and stochastic ordinary differential equations
- Stochastic differential equations for the non linear filtering problem
- Existence, uniqueness, and asymptotic behavior of solutions to a class of Zakai equations with unbounded coefficients
- Continuité par rapport a la trajectoire de l'observation du filtre assoclé a des systemes corrélés a coefficients de l'observation non bornés
- Stochastic partial differential equations and diffusion processes
- Stochastic partial differential equations and filtering of diffusion processes
- Équations du filtrage non linéaire de la prédiction et du lissage
- On the optimal filtering of diffusion processes
This page was built for publication: Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises
