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http://yadda.icm.edu.pl:80/baztech/element/bwmeta1.element.baztech-article-BPZ1-0054-0004

Czasopismo

International Journal of Applied Mathematics and Computer Science

Tytuł artykułu

Nonlinear filtering for Markov systems with delayed observations

Autorzy Calzolari, A.  Florchinger, P.  Nappo, G. 
Treść / Zawartość
Warianty tytułu
Języki publikacji EN
Abstrakty
EN This paper deals with nonlinear filtering problems with delays, i.e., we consider a system (X,Y ), which can be represented by means of a system [...], in the sense that [...], 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 the existence of explicit representations of the corresponding filters as functionals depending on the observed trajectory. Various assumptions on the function a(t) are considered.
Słowa kluczowe
PL filtracja nieliniowa   proces dyfuzji   procesy Markova   stochastyczne równanie różniczkowe  
EN nonlinear filtering   jump processes   diffusion processes   Markov processes   stochastic delay differential equation  
Wydawca Oficyna Wydawnicza Uniwersytetu Zielonogórskiego
Czasopismo International Journal of Applied Mathematics and Computer Science
Rocznik 2009
Tom Vol. 19, no 1
Strony 49--57
Opis fizyczny Bibliogr. 24 poz.
Twórcy
autor Calzolari, A.
autor Florchinger, P.
autor Nappo, G.
Bibliografia
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