A Finitely Additive White Noise Approach to Nonlinear Filtering.

Abstract

A finitely additive white noise approach to nonlinear filtering is developed. It is shown that a pathwise solution of the problem is possible where the observed paths belong to the reproducing kernel Hilbert space of the Wiener process. Connections with robust filtering and recent developments are explored. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Oct 01, 1982
Accession Number
ADA129224

Entities

People

  • G. Kallianpur
  • R. L. Karandikar

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Additives (Chemicals)
  • Classification
  • Differential Equations
  • Equations
  • Filtration
  • Hilbert Space
  • Information Science
  • Linear Filtering
  • Markov Processes
  • Noise
  • North Carolina
  • Partial Differential Equations
  • Probability
  • Random Variables
  • Security
  • Stochastic Processes
  • White Noise

Fields of Study

  • Engineering

Readers

  • Approximation Theory.
  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space