- Tytuł:
- Nonlinear filtering for Markov systems with delayed observations
- Autorzy:
-
Calzolari, A.
Florchinger, P.
Nappo, G. - Powiązania:
- https://bibliotekanauki.pl/articles/907856.pdf
- Data publikacji:
- 2009
- Wydawca:
- Uniwersytet Zielonogórski. Oficyna Wydawnicza
- Tematy:
-
filtracja nieliniowa
proces dyfuzji
procesy Markova
stochastyczne równanie różniczkowe
nonlinear filtering
jump processes
diffusion processes
Markov processes
stochastic delay differential equation - Opis:
- This paper deals with nonlinear filtering problems with delays, i.e., we consider a system (X,Y ), which can be represented by means of a system [...], in the sense that [...], where a(t) is a delayed time transformation. We start with X being a Markov process, and then study Markovian systems, not necessarily diffusive, with correlated noises. The interest is focused on the existence of explicit representations of the corresponding filters as functionals depending on the observed trajectory. Various assumptions on the function a(t) are considered.
- Źródło:
-
International Journal of Applied Mathematics and Computer Science; 2009, 19, 1; 49-57
1641-876X
2083-8492 - Pojawia się w:
- International Journal of Applied Mathematics and Computer Science
- Dostawca treści:
- Biblioteka Nauki