Nonlinear Filtering and Approximation Techniques

Abstract

This report presents the results obtained by the contractors in the study of partially observed diffusions. Because nonlinear filtering is a central theme, we begin with a brief presentation of this problem.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1991
Accession Number
ADA243364

Entities

Organizations

  • Institut National de Recherche en Informatique et en Automatique

Tags

Communities of Interest

  • Energy and Power Technologies
  • Ground and Sea Platforms
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Computational Fluid Dynamics
  • Computational Science
  • Difference Equations
  • Differential Equations
  • Equations Of State
  • Fokker Planck Equations
  • Kalman Filters
  • Markov Processes
  • Mathematical Analysis
  • Mathematical Filters
  • Maximum Likelihood Estimation
  • Numerical Analysis
  • Partial Differential Equations
  • Probability Distributions
  • Random Variables
  • Stochastic Processes
  • Two Dimensional