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On deformations, approximations and nonlinear filtering

✍ Scribed by Michiel Hazewinkel

Publisher
Elsevier Science
Year
1981
Tongue
English
Weight
348 KB
Volume
1
Category
Article
ISSN
0167-6911

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✦ Synopsis

Now suppose that a filter (1.3) exists. We can assume that (1.3) is minimal. Then there are 2 ways of calculating y(x,), viz. via (1.3) and also via (1.2) because given p(x,t), y(x,) can be obtained by first normalizing and then integrating y(x,) against the normalized conditional density.

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