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Approximations to solutions of the zakai filtering equation

 

作者: RobertJ. Elliott,   Roland Glowinski,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1989）
卷期: Volume 7, issue 2  

页码: 145-168

 

ISSN:0736-2994

 

年代: 1989

 

DOI:10.1080/07362998908809174

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Mean square estimates are obtained for approximations to solutions of Zakai's equation which depend on the values of the observation process at the points of a regular partition in time

 

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