Nonlinear filtering with an infinite dimensional signal process.
Portugaliae mathematica, Tome 56 (1999) no. 3, pp. 345-359
Voir la notice de l'article provenant de la source European Digital Mathematics Library
Keywords:
nonlinear filtering, infinite-dimensional state equation, correlated noise, Zakai equation
@article{PORMA_1999__56_3_48661,
author = {Boulanger, C. and Schlitz, J.},
title = {Nonlinear filtering with an infinite dimensional signal process.},
journal = {Portugaliae mathematica},
pages = {345--359},
publisher = {mathdoc},
volume = {56},
number = {3},
year = {1999},
zbl = {0956.60075},
language = {en},
url = {http://geodesic.mathdoc.fr/item/PORMA_1999__56_3_48661/}
}
TY - JOUR AU - Boulanger, C. AU - Schlitz, J. TI - Nonlinear filtering with an infinite dimensional signal process. JO - Portugaliae mathematica PY - 1999 SP - 345 EP - 359 VL - 56 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/PORMA_1999__56_3_48661/ LA - en ID - PORMA_1999__56_3_48661 ER -
Boulanger, C.; Schlitz, J. Nonlinear filtering with an infinite dimensional signal process.. Portugaliae mathematica, Tome 56 (1999) no. 3, pp. 345-359. http://geodesic.mathdoc.fr/item/PORMA_1999__56_3_48661/