Type:
Conference Paper›Invited and refereed articles in conference proceedings
Authored by:
Baras, John S., Blankenship, Gilmer L., S. K. Mitter
Conference date:
July 1981
Conference:
8th IFAC World Conference, Vo. V, pp. 57-62
Full Text Paper:
Abstract:
Representations of conditional statistics (densities) are described for the problem of nonlinear estimation of diffusion processes. Existence and uniqueness properties and algebraic structure of the Duncan-Mortensen-Zakai evolution equation are considered together with some approximation techniques.