Zakai equation of nonlinear filtering with unbounded coefficients. The case of dependent noises
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Publication:1315952
DOI10.1016/0167-6911(93)90097-PzbMath0793.93114OpenAlexW1970245965MaRDI QIDQ1315952
Publication date: 24 March 1994
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(93)90097-p
Filtering in stochastic control theory (93E11) Control/observation systems governed by partial differential equations (93C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)
Related Items (3)
Robust filtering: correlated noise and multidimensional observation ⋮ Continuity of the Filter with Unbounded Observation Coefficients ⋮ Nonlinear Filtering for Markov Systems with Delayed Observations
Cites Work
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- Stochastic partial differential equations and diffusion processes
- Stochastic partial differential equations and filtering of diffusion processes
- Équations du filtrage non linéaire de la prédiction et du lissage
- On the optimal filtering of diffusion processes
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