On pathwise uniqueness for the Zakai filter equation

Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187) Pub Date : 2000-12-12 DOI:10.1109/CDC.2001.914571

V. Lucic, A. Heunis

引用次数: 0

Abstract

We study a nonlinear filtering problem in which the signal to be estimated is conditioned by the observations. The main result establishes pathwise uniqueness for the unnormalized (Zakai) filter equation.

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关于Zakai滤波方程的路径唯一性

研究了待估计信号以观测值为条件的非线性滤波问题。主要结果建立了非归一化(Zakai)滤波方程的路径唯一性。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187)

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