关于Zakai滤波方程的路径唯一性

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

{"title":"关于Zakai滤波方程的路径唯一性","authors":"V. Lucic, A. Heunis","doi":"10.1109/CDC.2001.914571","DOIUrl":null,"url":null,"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.","PeriodicalId":217237,"journal":{"name":"Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187)","volume":"54 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2000-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"On pathwise uniqueness for the Zakai filter equation\",\"authors\":\"V. Lucic, A. Heunis\",\"doi\":\"10.1109/CDC.2001.914571\",\"DOIUrl\":null,\"url\":null,\"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.\",\"PeriodicalId\":217237,\"journal\":{\"name\":\"Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187)\",\"volume\":\"54 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2000-12-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/CDC.2001.914571\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/CDC.2001.914571","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}

引用次数: 0

摘要

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。

查看原文本刊更多论文

On pathwise uniqueness for the Zakai filter equation

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.

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

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

自引率

0.00%

发文量