On the innovations problem in a finitely additive white noise approach to nonlinear filtering

zbMATH Open0715.93059MaRDI QIDQ752657FDOQ752657

Authors: Ravi R. Mazumdar, J. H. Seo 

Publication date: 1988

Published in: Differential and Integral Equations (Search for Journal in Brave)

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zbMATH Keywords

additive Gaussian white noisenonlinear filtering problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (7)

• Title not available (Why is that?)
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• Remarks on the finite energy condition in additive white noise filtering
• Design of a fixed-point smoother based on an innovations theory for white gaussian plus coloured observation noise

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