scientific article; zbMATH DE number 431867

zbMATH Open0794.62070MaRDI QIDQ3138646FDOQ3138646

Authors: Hiroshi Kunita 

Publication date: 12 September 1994

Title of this publication is not available (Why is that?)

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zbMATH Keywords

noiseGaussian processstochastic differential equationweak convergencealmost sure convergencefilteringspaces of continuous functionscontinuous linear operatorstability of the filterKallianpur-Striebel filter representationWiener process law

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (12)

• The effect of a zero memory nonlinearity on the bandlimitedness of contaminated Gaussian inputs (Corresp.)
• New results on the Gaussian projection filter with small observation noise
• Gaussian filters for nonlinear filtering problems
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• Linear power filtration of nonsteady, doubly-stochastic, Gaussian noise
• Title not available (Why is that?)
• Optimal filtration of a Gaussian signal under almost Gaussian noise
• Identification of a Markovian system with observations corrupted by a fractional Brownian motion
• Stability of the discrete time filter in terms of the tails of noise distributions
• Title not available (Why is that?)
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