Accession Number:

ADA129224

Title:

A Finitely Additive White Noise Approach to Nonlinear Filtering.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS

Personal Author(s):

Report Date:

1982-10-01

Pagination or Media Count:

37.0

Abstract:

A finitely additive white noise approach to nonlinear filtering is developed. It is shown that a pathwise solution of the problem is possible where the observed paths belong to the reproducing kernel Hilbert space of the Wiener process. Connections with robust filtering and recent developments are explored. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE