• DocumentCode
    3038141
  • Title

    Robust nonlinear filtering for a problem with unbounded signal

  • Author

    Ferreyra, G. ; Sussmann, Hector J.

  • Author_Institution
    Rutgers University, New Brunswick, NJ
  • fYear
    1981
  • fDate
    16-18 Dec. 1981
  • Firstpage
    80
  • Lastpage
    82
  • Abstract
    We study the robust nonlinear filtering problem for the bilinear system dx1 = dw1, dx2 = x1dw2, with observation dy = x2dt + dv. For every continuous path y(??), the conditional density turns out to be well defined and smooth, up to a small (path-dependent) time.
  • Keywords
    Filtering; Robustness;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control including the Symposium on Adaptive Processes, 1981 20th IEEE Conference on
  • Conference_Location
    San Diego, CA, USA
  • Type

    conf

  • DOI
    10.1109/CDC.1981.269449
  • Filename
    4046890
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3038141