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Filtrage approche et calcul stochastique non causal

Published online by Cambridge University Press:  22 January 2016

Monique Pontier
Monique Pontier*
Affiliation:
Département “Mathématiques & Informatique”, Université d’Orléans, B. P. 6759, 45067, Orléans Cedex 2, France
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On considère un signal X partiellement observé par un processus vectoriel Y, où la mesure H du signal dépend de l’observation:

(1.1) .

Type
Research Article
Information
Nagoya Mathematical Journal , Volume 118 , June 1990 , pp. 1 - 33
Copyright
Copyright © Editorial Board of Nagoya Mathematical Journal 1990

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