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

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.
42nd IEEE Conference on Decision and Control
Maui, HI
DEC 09-12, 2003
Honeywell laboratories;XEROX;National Instruments;the Mathworks
Rilevanza internazionale
dic-2003
Settore MAT/06 - Probabilita' e Statistica Matematica
English
Approximation theory; Diffusion; Discrete time control systems; Markov processes; Optimal control systems; Perturbation techniques; Probability density function; Set theory; Stochastic control systems; Theorem proving; Signal process; Zakai equations; Nonlinear filtering
Intervento a convegno
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).
Calzolari, A; Florchinger, P; Nappo, G
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Utilizza questo identificativo per citare o creare un link a questo documento: http://hdl.handle.net/2108/45411
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