Title :
Filtering equations in infinite dimensional spaces with counting observation
Author :
Florchinger, Patrick
Author_Institution :
Metz Univ., France
Abstract :
The purpose of this paper is to compute the filtering equations when the state process, given as the solution of a stochastic differential equation on an infinite dimensional Hilbert space, is observed through a counting observation
Keywords :
Hilbert spaces; differential equations; stochastic processes; counting observation; filtering equations; infinite dimensional Hilbert space; infinite dimensional spaces; stochastic differential equation; Equations; Filtering; Filters; Hilbert space; Stochastic processes;
Conference_Titel :
Decision and Control, 1999. Proceedings of the 38th IEEE Conference on
Conference_Location :
Phoenix, AZ
Print_ISBN :
0-7803-5250-5
DOI :
10.1109/CDC.1999.830911
