It is shown that the nonlinear filter is a measure-valued Markov process on a finitely additive probability space
A self-contained outline of recent work on the white noise approach to nonlinear filtering is given ...
It is shown that for a wide class of signal processes and bounded g, the conditional expectation ...
This unified treatment of linear and nonlinear filtering theory presents material previously availab...
Abstract. We present a short survey of some very recent results on the finitely additive white noise...
An approach to nonlinear filtering theory is developed in which finitely additive white noise replac...
Nonlinear filtering process [pi]t, t >= 0 of a Markovian signal process with the state space S is re...
In the existing `direct¿ white noise theory of nonlinear filtering, the state process is still model...
In this article the Feynman-Kac formula is obtained for a Markov process (X t) whose transition prob...
AbstractNonlinear filtering process πt, t ≥ 0 of a Markovian signal process with the state space S i...
Abstract. In the existing “direct ” white noise theory of nonlinear fil-tering, the state process is...
Let X be a Markov process taking values in a complete, separable metric spaceE and characterized via...
In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair...
This paper develops a connection between the asymptotic stability of nonlinear filters and a notion ...
AbstractIt is shown that for a wide class of signal processes and bounded g, the conditional expecta...
In this paper we consider a partially observable stochastic process (X(n), Y-n), where X(n) is a Mar...
A self-contained outline of recent work on the white noise approach to nonlinear filtering is given ...
It is shown that for a wide class of signal processes and bounded g, the conditional expectation ...
This unified treatment of linear and nonlinear filtering theory presents material previously availab...
Abstract. We present a short survey of some very recent results on the finitely additive white noise...
An approach to nonlinear filtering theory is developed in which finitely additive white noise replac...
Nonlinear filtering process [pi]t, t >= 0 of a Markovian signal process with the state space S is re...
In the existing `direct¿ white noise theory of nonlinear filtering, the state process is still model...
In this article the Feynman-Kac formula is obtained for a Markov process (X t) whose transition prob...
AbstractNonlinear filtering process πt, t ≥ 0 of a Markovian signal process with the state space S i...
Abstract. In the existing “direct ” white noise theory of nonlinear fil-tering, the state process is...
Let X be a Markov process taking values in a complete, separable metric spaceE and characterized via...
In this paper we first prove, under quite general conditions, that the nonlinear filter and the pair...
This paper develops a connection between the asymptotic stability of nonlinear filters and a notion ...
AbstractIt is shown that for a wide class of signal processes and bounded g, the conditional expecta...
In this paper we consider a partially observable stochastic process (X(n), Y-n), where X(n) is a Mar...
A self-contained outline of recent work on the white noise approach to nonlinear filtering is given ...
It is shown that for a wide class of signal processes and bounded g, the conditional expectation ...
This unified treatment of linear and nonlinear filtering theory presents material previously availab...
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