Accession Number : ADA136501

Title :   The Nonlinear Filtering Problem for the Unbounded Case.

Descriptive Note : Technical rept.,

Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL CENTER FOR STOCHASTIC PRECESSES

Personal Author(s) : Kallianpur,G ; Karandikar,R L

PDF Url : ADA136501

Report Date : Jun 1983

Pagination or Media Count : 15

Abstract : The finitely additive nonlinear filtering problem for the model y sub t = h sub t (X sub t) + e sub t is solved when the function h is unbounded and satisfies no growth conditions whatever. (Author)

Descriptors :   *Mathematical filters, *Nonlinear systems, Problem solving, Gaussian noise, White noise, Bayes theorem, Optimization, Brownian motion, Functions(Mathematics), Partial differential equations

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE