The Kalman-Bucy method is here analized and applied to the solution of a specific filtering problem to increase the signal message/noise ratio. The method is a time domain treatment of a geophysical process classified as stochastic non-stationary. The derivation of the estimator is based on the relationship between the Kalman-Bucy and Wiener approaches for linear systems. In the present work we...

background: hematopoietic stem cell transplantation (hsct) is currently the only curative treatment for acute leukemia. as hsct improves the long-term survival, it is necessary to assess the late-onset complications affecting the quality of life following hsct. subjects and methods: the study included 122 patients (65 male, 57 female) with leukemia (72 aml and 50 all) who received transplants f...

We present results on parameter estimation of the linear partially observed Gaussian system stochastic differential equations. propose new one-step estimators which have same asymptotic properties as MLE, but much more simple to calculate, are so-called “estimator-processes”. The construction is based equations Kalman-Bucy filtration and corresponds small noises in observations state (hidden pr...

BACKGROUND Neurofibrillary tangles and beta-amyloid plaques have been observed in the amygdala in Alzheimer disease. A disproportionate abundance of this abnormality in the amygdala may cause behavioral symptoms similar to Klüver-Bucy syndrome. OBJECTIVES To describe an atypical behavioral presentation of Alzheimer disease and to review the literature on the subject. DESIGN Case study. SE...

The asymptotic parameter estimation is investigated for a class of linear stochastic systems with unknown parameter θ : dXt θα t β t Xt dt σ t dWt. Continuous-time Kalman-Bucy linear filtering theory is first used to estimate the unknown parameter θ based on Bayesian analysis. Then, some sufficient conditions on coefficients are given to analyze the asymptotic convergence of the estimator. Fina...

This paper is concerned with numerical approximations for stochastic partial differential Zakai equation of nonlinear filtering problem. The approximation scheme is based on the representation of the solutions as weighted conditional distributions. We first accurately analyse the error caused by an Euler type scheme of time discretization. Sharp error bounds are calculated: we show that the rat...