A direct computation of the bene[sbreve] filter conditional density

DOI10.1080/17442509508834017zbMath0886.60032OpenAlexW2056700331MaRDI QIDQ4357812

Dan Crisan

Publication date: 19 April 1998

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509508834017

zbMATH Keywords

conditional densityfiltering problemBrownian functionalBeneš filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Asymptotic stability of beneš filters

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