In this paper, we consider a nonlinear filtering problem when the state process is a diffusion X/sub t/ and the observations start at a fixed time T and from that time on depend on the delayed process X/sub t-T/.
Nonlinear filtering for Markov diffusion systems with delayed observations / Calzolari, A; Florchinger, P; Nappo, Giovanna. - 2:(2003), pp. 1404-1405. (Intervento presentato al convegno IEEE Conference on Decision and Control, 2003. tenutosi a Hyatt Regency Maui, Hawaii, USA nel Dec. 9-12, 2003) [10.1109/CDC.2003.1272806].
Nonlinear filtering for Markov diffusion systems with delayed observations
NAPPO, GiovannaMembro del Collaboration Group
2003
Abstract
In this paper, we consider a nonlinear filtering problem when the state process is a diffusion X/sub t/ and the observations start at a fixed time T and from that time on depend on the delayed process X/sub t-T/.File allegati a questo prodotto
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