Accession Number:

ADA136501

Title:

The Nonlinear Filtering Problem for the Unbounded Case.

Descriptive Note:

Technical rept.,

Corporate Author:

NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PRECESSES

Personal Author(s):

Report Date:

1983-06-01

Pagination or Media Count:

15.0

Abstract:

The finitely additive nonlinear filtering problem for the model y sub t h sub t X sub t e sub t is solved when the function h is unbounded and satisfies no growth conditions whatever. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE