Kallianpur, G. ; Karandikar, R. L. (1985) White noise calculus and non-linear Filtering theory Annals of Probability, 13 (4). pp. 1033-1107. ISSN 0091-1798
Full text not available from this repository.
Official URL: http://www.jstor.org/pss/2244165
Abstract
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.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Institute of Mathematical Statistics. |
| Keywords: | Finitely Additive White Noise; Optimal Filter; Lifting; Quasicylindrical Mapping; Conditional Expectation; Bayes Formula; Robustness |
| ID Code: | 73322 |
| Deposited On: | 02 Dec 2011 10:30 |
| Last Modified: | 02 Dec 2011 10:30 |
Repository Staff Only: item control page
