Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are naturally associated with second-order linear di erential operators which are semi-elliptic and so introduce a possibly degenerate Riemannian structure on the state space. In fact, much of what we discuss is simply about two such operators intertwined by a smooth map, the /projection from the state space to the observations spac...
Tabla de materias
Diffusion Operators.- Decomposition of Diffusion Operators.- Equivariant Diffusions on Principal Bundles.- Projectible Diffusion Processes and Markovian Filtering....
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Idioma Inglés ● Formato PDF ● Páginas 169 ● ISBN 9783034601764 ● Tamaño de archivo 2.0 MB ● Editorial Springer Basel ● Ciudad Basel ● País CH ● Publicado 2010 ● Descargable 24 meses ● Divisa EUR ● ID 2152414 ● Protección de copia DRM social