Nonlinear Filtering for Markov Systems with Delayed Observations
نویسندگان
چکیده
منابع مشابه
Nonlinear Filtering for Markov Systems with Delayed Observations
This paper deals with nonlinear filtering problems with delay, i.e. we consider a system (X, Y ), which can be represented by means of a system (X, Ŷ ), in the sense that Yt = Ŷa(t), where a(t) is a delayed time transformation. We start with X being a Markov process, and then study Markovian systems, not necessarily diffusive, with correlated noises. The interest is focused on existence of expl...
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ژورنال
عنوان ژورنال: International Journal of Applied Mathematics and Computer Science
سال: 2009
ISSN: 1641-876X
DOI: 10.2478/v10006-009-0004-8