• DocumentCode
    404518
  • Title

    Nonlinear filtering for Markov diffusion systems with delayed observations

  • Author

    Calzolari, Antonella ; Florchinger, Patrick ; Nappo, Giovanna

  • Author_Institution
    Dipt. di Matematica, Universita di Roma, Rome, Italy
  • Volume
    2
  • fYear
    2003
  • fDate
    9-12 Dec. 2003
  • Firstpage
    1404
  • Abstract
    In this paper, we consider a nonlinear filtering problem when the state process is a diffusion Xt and the observations start at a fixed time T and from that time on depend on the delayed process Xt-T.
  • Keywords
    Markov processes; differential equations; filtering theory; nonlinear filters; Markov diffusion systems; delayed observations; nonlinear filtering; Added delay; Additive noise; Delay effects; Delay systems; Diffusion processes; Filtering; Filters; Nonlinear equations; Stochastic processes; 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.2003.1272806
  • Filename
    1272806
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=404518