Skip to main content
Log in

Stochastic equations of optimal nonlinear filtering of random fields

  • Published:
Cybernetics and Systems Analysis Aims and scope

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

References

  1. R. Sh. Liptser and A. N. Shiryaev, Statistics of Random Processes [in Russian], Nauka, Moscow (1974).

    Google Scholar 

  2. G. Kallianpur, Stochastic Filtering Theory [Russian translation], Nauk, Moscow (1987).

    Google Scholar 

  3. R. Elliott, Stochastic Analysis and Its Applications [Russian translation], Mir, Moscow (1986).

    Google Scholar 

  4. P. S. Knopov, Optimal Parameter Estimators in Stochastic Systems [in Russian], Naukova Dumka, Kiev (1981).

    Google Scholar 

  5. R. Cairoli and I. B. Walsh, “Stochastic integrals in the plane,” Acta Math.,134, No. 1/2, 111–183 (1975).

    MathSciNet  Google Scholar 

  6. N. Etemadi and G. Kallianpur, “Nonanticipative transformations of the two-parameter Wiener process and Girsanov theorem,” J. Multivar. Anal., 7, 28–49 (1977).

    MathSciNet  Google Scholar 

  7. P. S. Knopov and E. S. Shtatland, “Absolute convergence of measures corresponding to some stochastic processes in the plane,” in: Topics in Statistics and Control of Stochastic Processes [in Russian], Inst. Matem., Kiev (1973), pp. 153–169.

    Google Scholar 

  8. Il. I. Gikhman, “On Ito's formula for two-parameter stochastic integrals,” Teoriya Sluchainykh Protsessov, No. 4, 40–48 (1976).

    MATH  Google Scholar 

Download references

Authors

Additional information

Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 101–109, September–October, 1994.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Derieva, E.N. Stochastic equations of optimal nonlinear filtering of random fields. Cybern Syst Anal 30, 718–725 (1994). https://doi.org/10.1007/BF02367753

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF02367753

Keywords

Navigation