Nonlinear filtering and large deviations

Abstract
We consider the nonlinear filtering problem dx = f(x)dt + √∈dw, dy = h(x)dt + √∈dv, and obtain lim→∈0 ∈log q∈(x, t) = -W(x,t) for unnormalised conditional densities q∈ (x,t) using PDE methods. Here, W(x,t) is the value function for a deterministic optimal control problem arising in Mortensen's deterministic estimation, and is the unique viscosity solution of a Hamilton-Jacobi-Bellman equation.

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