On the Reference Probability Approach to the Equations of Non-Linear Filtering

DOI10.1080/17442508608833421zbMath0607.60035MaRDI QIDQ3746591

Ofer Zeitouni, Ben Zion Bobrovsky

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833421

zbMATH Keywords

Feynman-Kac formula; Zakai equations; finite dimensional filters

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

Related Items

On the stochastic differential equations of filtering theory, Filtering of some nonlinear diffusions satisfying the general Beneš condition, Deterministic feedback linearization, Girsanov transformations and finite-dimensional filters, Exponential stability for nonlinear filtering of diffusion processes in a noncompact domain

Cites Work

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