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 :
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