In this paper, we consider a nonlinear filtering problem when the state process is a diffusion X-t and the observations start at a fixed time tau and from that time on depend on the delayed process Xt-tau.
Calzolari, A., Florchinger, P., Nappo, G. (2003). Nonlinear filtering for Markov diffusion systems with delayed observations. In Proceedings of the IEEE Conference on Decision and Control (pp.1404-1405).
Nonlinear filtering for Markov diffusion systems with delayed observations
CALZOLARI, ANTONELLA;
2003-01-01
Abstract
In this paper, we consider a nonlinear filtering problem when the state process is a diffusion X-t and the observations start at a fixed time tau and from that time on depend on the delayed process Xt-tau.File in questo prodotto:
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