We obtain some approximation results for a class of nonlinear filtering problems with delay in the observation, i.e. systems (X,Y), which can be represented by means of a Markov system (X,Y\hat), in the sense that Y(t)=Y\hat(a(t)). To this aim we give some general upper bounds which are computed explicitely in the particular case of Markov jump processes with counting observations.
Calzolari, A. (2006). Approximation of nonlinear filters for Markov systems with delayed observations. ??????? it.cilea.surplus.oa.citation.tipologie.CitationProceedings.prensentedAt ??????? The 45th IEEE Conference on Decision and Control, San Diego, CA, USA.
Approximation of nonlinear filters for Markov systems with delayed observations
CALZOLARI, ANTONELLA
2006-12-01
Abstract
We obtain some approximation results for a class of nonlinear filtering problems with delay in the observation, i.e. systems (X,Y), which can be represented by means of a Markov system (X,Y\hat), in the sense that Y(t)=Y\hat(a(t)). To this aim we give some general upper bounds which are computed explicitely in the particular case of Markov jump processes with counting observations.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
