scientific article; zbMATH DE number 3827719

zbMATH Open0522.93059MaRDI QIDQ3674515FDOQ3674515

Authors John S. Baras, Gilmer L. Blankenship, Sanjoy K. Mitter 

Publication date 1982

zbMATH Keywords

nonlinear filteringDuncan-Mortensen-Zakai evolution equationrepresentations of conditional statistics

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Filtering in stochastic control theory (93E11) Diffusion processes (60J60) Stochastic integrals (60H05) Estimation and detection in stochastic control theory (93E10) Lie algebras and Lie superalgebras (17B99)

(3)

• Some recent developments in nonlinear filtering theory
• The nonlinear filtering problem for the unbounded case
• A bound approach to asymptotic optimality in non-linear filtering of diffusion processes

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