A self-contained outline of recent work on the white noise approach to nonlinear filtering is given together with the necessary background of white noise calculus
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1980.MICROFICHE COPY AV...
summary:Conditions under which the linear process is non-negative are investigated in the paper. In ...
The interest in nonlinear methods in signal processing is steadily increasing, since nowadays the ad...
An approach to nonlinear filtering theory is developed in which finitely additive white noise replac...
Abstract. In the existing “direct ” white noise theory of nonlinear fil-tering, the state process is...
In the existing `direct¿ white noise theory of nonlinear filtering, the state process is still model...
This paper proposes an alternative theory to the Ito calculus due to Balakrishnan: the white noise t...
The paper gives a survey of recent progress in nonlinear filtering theory including a description of...
Abstract. We present a short survey of some very recent results on the finitely additive white noise...
Hida T, Kuo HH, Potthoff J, Streit L, eds. White noise analysis: mathematics and applications. Singa...
AbstractWe give a reformulation of the fundamentals of Malliavin's calculus in terms of white-noise
This unified treatment of linear and nonlinear filtering theory presents material previously availab...
It is shown that the nonlinear filter is a measure-valued Markov process on a finitely additive prob...
Description This book provides an easy to understand overview of nonlinear behavior in digital fil...
A certain dass of stochastic partial differential equations of parabolic type is studied within whit...
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1980.MICROFICHE COPY AV...
summary:Conditions under which the linear process is non-negative are investigated in the paper. In ...
The interest in nonlinear methods in signal processing is steadily increasing, since nowadays the ad...
An approach to nonlinear filtering theory is developed in which finitely additive white noise replac...
Abstract. In the existing “direct ” white noise theory of nonlinear fil-tering, the state process is...
In the existing `direct¿ white noise theory of nonlinear filtering, the state process is still model...
This paper proposes an alternative theory to the Ito calculus due to Balakrishnan: the white noise t...
The paper gives a survey of recent progress in nonlinear filtering theory including a description of...
Abstract. We present a short survey of some very recent results on the finitely additive white noise...
Hida T, Kuo HH, Potthoff J, Streit L, eds. White noise analysis: mathematics and applications. Singa...
AbstractWe give a reformulation of the fundamentals of Malliavin's calculus in terms of white-noise
This unified treatment of linear and nonlinear filtering theory presents material previously availab...
It is shown that the nonlinear filter is a measure-valued Markov process on a finitely additive prob...
Description This book provides an easy to understand overview of nonlinear behavior in digital fil...
A certain dass of stochastic partial differential equations of parabolic type is studied within whit...
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1980.MICROFICHE COPY AV...
summary:Conditions under which the linear process is non-negative are investigated in the paper. In ...
The interest in nonlinear methods in signal processing is steadily increasing, since nowadays the ad...