Accession Number:

ADA243364

Title:

Nonlinear Filtering and Approximation Techniques

Descriptive Note:

Final rept.

Corporate Author:

INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE SOPHIA-ANTIPOLIS (FRANCE)

Personal Author(s):

Report Date:

1991-09-01

Pagination or Media Count:

152.0

Abstract:

This report presents the results obtained by the contractors in the study of partially observed diffusions. Because nonlinear filtering is a central theme, we begin with a brief presentation of this problem.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE