• DocumentCode
    3107003
  • Title

    Existence and Uniqueness of Solutions for Duncan-Mortensen-Zakai Equations

  • Author

    Shing-Tung Yau ; Yau, Shing-Tung

  • Author_Institution
    Department of Mathematics, Harvard University, Cambridge, MA 02138. yau@math.harvard.edu
  • fYear
    2005
  • fDate
    12-15 Dec. 2005
  • Firstpage
    536
  • Lastpage
    541
  • Abstract
    In this paper, we give a priori estimation of derivatives of solution of Duncan-Mortensen-Zakai (DMZ) equation up to 2nd order. We also prove the existence and uniqueness of weak solution for DMZ equation, which is a fundamental equation in nonlinear filtering.
  • Keywords
    Calculus; Computer science; Differential equations; Filtering theory; Mathematics; Nonlinear equations; Robustness; Signal processing; Statistics; Stochastic processes;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Decision and Control, 2005 and 2005 European Control Conference. CDC-ECC '05. 44th IEEE Conference on
  • Print_ISBN
    0-7803-9567-0
  • Type

    conf

  • DOI
    10.1109/CDC.2005.1582211
  • Filename
    1582211
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=3107003