DocumentCode
2255791
Title
A jump process filter
Author
Elliott, Robert J. ; Aggoun, Lakhdar
Author_Institution
Dept. of Stat. & Appl. Probability, Alberta Univ., Edmonton, Alta., Canada
fYear
1993
fDate
1-3 Nov 1993
Firstpage
682
Abstract
Using a change of measure a filtering problem is discussed where both the signal and observation processes are diffusions with jumps
Keywords
filtering theory; diffusions; filtering problem; jump process filter; observation processes; signal processes; Discrete wavelet transforms; Equations; Filtering; Filters; Filtration; Probability; Q measurement; Signal processing; Statistics; Stochastic processes;
fLanguage
English
Publisher
ieee
Conference_Titel
Signals, Systems and Computers, 1993. 1993 Conference Record of The Twenty-Seventh Asilomar Conference on
Conference_Location
Pacific Grove, CA
ISSN
1058-6393
Print_ISBN
0-8186-4120-7
Type
conf
DOI
10.1109/ACSSC.1993.342606
Filename
342606
Link To Document