Approximations to solutions of the zakai filtering equation
- 1 January 1989
- journal article
- research article
- Published by Taylor & Francis in Stochastic Analysis and Applications
- Vol. 7 (2) , 145-168
- https://doi.org/10.1080/07362998908809174
Abstract
Mean square estimates are obtained for approximations to solutions of Zakai's equation which depend on the values of the observation process at the points of a regular partition in timeKeywords
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