DocumentCode
486443
Title
Nonlinear Filtering for Stochastic Variational Inequality using White Noise Model
Author
Aihara, Shin Ichi ; Bagchi, Arunabha
Author_Institution
Department of Applied Mathematics, Twente University of Technology, P.O. Box 217, 7500 AE Enschede, The Netherlands
fYear
1985
fDate
19-21 June 1985
Firstpage
1374
Lastpage
1375
Abstract
A nonlinear filtering problem where the signal is the solution of a nonlinear stochastic variational inequality is investigated. The finitely additive white noise framework is used to model the observation process. The Zakai equation for the unnormalized conditional density belongs to a class of second order partial differential equations with homogeneous Dirichlet boundary conditions.
Keywords
Additive white noise; Differential equations; Filtering; Mathematical model; Mathematics; Partial differential equations; Signal processing; Stochastic processes; Stochastic resonance; White noise;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 1985
Conference_Location
Boston, MA, USA
Type
conf
Filename
4788832
Link To Document