Geodesic
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 
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     author = {Boulanger, C. and Schlitz, J.},
     title = {Nonlinear filtering with an infinite dimensional signal process.},
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     year = {1999},
     zbl = {0956.60075},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/PORMA_1999__56_3_48661/}
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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/