References of "Boulanger, Christophe"
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See detailNonlinear filtering with an infinite dimensional signal process
Schiltz, Jang UL; Boulanger, Christophe

in Portugaliae Matematicae (1999), 56

In this paper, we investigate a nonlinear ¯ltering problem with correlated noises, bounded coe±cients and a signal process evolving in an in¯nite dimensional space. We derive the Kushner{Stratonovich and ... [more ▼]

In this paper, we investigate a nonlinear ¯ltering problem with correlated noises, bounded coe±cients and a signal process evolving in an in¯nite dimensional space. We derive the Kushner{Stratonovich and the Zakai equation for the associated ¯lter respectively unnormalized ¯lter. A robust form of the Zakai equation is established for an uncorrelated ¯ltering problem. [less ▲]

Detailed reference viewed: 38 (1 UL)
Full Text
Peer Reviewed
See detailNonlinear filtering with correlated noises in infinite dimension
Boulanger, Christophe; Schiltz, Jang UL

in Proceedings of the European Control Conference 1997 (1997)

In this paper, we derive the Kushner-Stratonovich and the Zakai equation for the lter and the unnormalized lter associated with a nonlinear ltering problem with correlated noises, bounded coe cients and a ... [more ▼]

In this paper, we derive the Kushner-Stratonovich and the Zakai equation for the lter and the unnormalized lter associated with a nonlinear ltering problem with correlated noises, bounded coe cients and a signal process evolving in an in nite dimensional space. A robust form of the Zakai equation is established when the noises are independent. [less ▲]

Detailed reference viewed: 106 (2 UL)