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Showing results 141 to 146 of 146
  Nonlinear filtering with a high signal-to-noise ratioSchiltz, Jang  Scientific Conference (1997, September 06) Detailed reference viewed: 29 (0 UL) Nonlinear filtering with correlated noises in infinite dimension; Schiltz, Jang 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: 105 (2 UL)Filtrage de diffusions faiblement bruitées dans le cas corréléSchiltz, Jang in Comptes Rendus de l'Académie des Sciences. Série I. Mathématique (1997), 325 Detailed reference viewed: 67 (2 UL)Smoothness of the density for the filter under infinite dimensional noise and unbounded observation coefficientsSchiltz, Jang Scientific Conference (1996, September 12) Detailed reference viewed: 36 (1 UL)Smoothness of the density for the filter under infinite dimensional noise and unbounded observation coefficients; Schiltz, Jang in Martins de Carvalho, J.L. (Ed.) Proceedings of the 2nd Portuguese Conference on Automatic Control (1996) Detailed reference viewed: 23 (0 UL) Le théorème de Hörmander pour des opérateurs du second ordre infiniment dégénérés avec des coefficients dépendant du tempsSchiltz, Jang in Stochastics and Stochastics Reports (1996), 59 Detailed reference viewed: 155 (3 UL) |
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