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Explicit solutions to a class of nonlinear filtering problems

 

作者: Euugene Wong,  

 

期刊: Stochastics  （Taylor Available online 1981）
卷期: Volume 5, issue 4  

页码: 311-321

 

ISSN:0090-9491

 

年代: 1981

 

DOI:10.1080/17442508108833185

 

出版商: Gordon and Breach Science Publishers Inc

 

关键词: Nonlinear filtering;multiple Wiener integrals;orthogonal polynomials

 

数据来源: Taylor

 

摘要:

In this paper we obtain the solution of a class of nonlinear filtering problems in the form of a series expansion in terms of multiple Wiener integrals. The solution is explicit in the sense that the kernels of the integrals in the expansion are explicitly determine.

 

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