DocumentCode
404450
Title
Filtering equations in infinite dimensional spaces with mixed type observation
Author
Florchinger, Patrick
Volume
1
fYear
2003
fDate
9-12 Dec. 2003
Firstpage
898
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 a Hilbert space, is observed through a finite dimensional process having continuous and discontinuous components.
Keywords
Hilbert spaces; differential equations; filtering theory; multidimensional systems; stochastic processes; Hilbert space; continuous components; discontinuous components; filtering equations; finite dimensional process; infinite dimensional spaces; mixed type observation; stochastic differential equation; Differential equations; Filtering; Filtration; Gaussian noise; Hilbert space; Integral equations; Nonlinear equations; Stochastic processes; Stochastic resonance; Stochastic systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 2003. Proceedings. 42nd IEEE Conference on
ISSN
0191-2216
Print_ISBN
0-7803-7924-1
Type
conf
DOI
10.1109/CDC.2003.1272680
Filename
1272680
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