We obtain some approximation results for a class of nonlinear filtering problems with delay in the observation, i.e. systems (X, Y), which can be represented by means of a Markov system (X, (Y) over cap), in the sense that Y(t) = (Y) over cap (a)(t). To this aim we give some general upper bounds which are computed explicitly in the particular case of Markov jump processes with counting observations.

Approximation of nonlinear filters for Markov systems with delayed observations / Calzolari, A; Florchinger, P; Nappo, Giovanna. - STAMPA. - (2007), pp. 308-313. (Intervento presentato al convegno 45th IEEE Conference on Decision and Control tenutosi a San Diego, California, USA nel 13-15 Dec. 2006) [10.1109/CDC.2006.377572].

Approximation of nonlinear filters for Markov systems with delayed observations

NAPPO, Giovanna
2007

Abstract

We obtain some approximation results for a class of nonlinear filtering problems with delay in the observation, i.e. systems (X, Y), which can be represented by means of a Markov system (X, (Y) over cap), in the sense that Y(t) = (Y) over cap (a)(t). To this aim we give some general upper bounds which are computed explicitly in the particular case of Markov jump processes with counting observations.
2007
45th IEEE Conference on Decision and Control
04 Pubblicazione in atti di convegno::04b Atto di convegno in volume
Approximation of nonlinear filters for Markov systems with delayed observations / Calzolari, A; Florchinger, P; Nappo, Giovanna. - STAMPA. - (2007), pp. 308-313. (Intervento presentato al convegno 45th IEEE Conference on Decision and Control tenutosi a San Diego, California, USA nel 13-15 Dec. 2006) [10.1109/CDC.2006.377572].
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/192930
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