Nonlinear filtering for Markov systems with delayed observations

International Journal of Applied Mathematics and Computer Science

Volumn 19, Issue 1, 2009, Pages 49-57

  Calzolari, Antonella ^a   Florchinger, Patrick ^b   Nappo, Giovanna ^c  

^a UNIVERSITY OF ROME TOR VERGATA   (Italy)

^b UNIVERSITÉ DE LORRAINE   (France)

^c SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Diffusion processes; Jump processes; Markov processes; Nonlinear filtering; Stochastic delay differential equation

Indexed keywords

CORRELATED NOISE; DELAYED OBSERVATIONS; DIFFUSION PROCESSES; EXPLICIT REPRESENTATIONS; FUNCTIONALS; JUMP PROCESSES; MARKOV SYSTEMS; MARKOVIAN; NON-LINEAR FILTERING PROBLEMS; STOCHASTIC DELAY DIFFERENTIAL EQUATION;

MARKOV PROCESSES; NONLINEAR FILTERING;

NONLINEAR EQUATIONS;

EID: 64149095324     PISSN: 1641876X     EISSN: None     Source Type: Journal    
DOI: 10.2478/v10006-009-0004-8     Document Type: Article

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