Accession Number : ADA186431
Title : The Filtering Problem for Infinite Dimensional Stochastic Processes.
Descriptive Note : Technical rept. Oct 86-Sep 87,
Corporate Author : NORTH CAROLINA UNIV AT CHAPEL HILL DEPT OF STATISTICS
Personal Author(s) : Kallianpur, G ; Karandikar, R L
PDF Url : ADA186431
Report Date : Jan 1987
Pagination or Media Count : 12
Abstract : The paper presents some recently obtained results on the nonlinear filtering problem for infinite dimensional processes. The optimal filter is obtained as the unique solution of certain measure valued equations. Robustness properties - both pathwise and statistical - are given and a preliminary result shows consistency with the stochastic calculus theory. Applications to random fields and models of voltage potential in neurophysiology are briefly discussed. Keywords: Markov processes; white noise.
Descriptors : *FILTERS, *MARKOV PROCESSES, *NEUROPHYSIOLOGY, *NONLINEAR SYSTEMS, *STOCHASTIC PROCESSES, *WHITE NOISE, CALCULUS, EQUATIONS, MODELS, OPTIMIZATION, SIZES(DIMENSIONS), THEORY, VOLTAGE
Subject Categories : Anatomy and Physiology
Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE