Accession Number:

ADA099356

Title:

Extensions of Results of Pardoux on Stochastic Partial Differential Equations of Filtering.

Descriptive Note:

Technical summary rept.,

Corporate Author:

WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER

Personal Author(s):

Report Date:

1981-01-01

Pagination or Media Count:

20.0

Abstract:

Pardouxs results on the Zakai equation for nonlinear filtering are extended to cover the case of estimating a signal modified by a potential term. This is applied to state a rigorous Zakai equation for certain filtering problems invovling signals with entrance boundaries.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE