On non-linear filtering problems for discrete time stochastic processes
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概要
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In this paper, we shall develop the linear causal analysis for the system consisting of two flows in a real inner product space and give an algorithm for calculating the non-linear filter for a discrete stochastic system which is given by two discrete time stochastic processes, to be called a signal process and an observation process, based upon the theory of KM_2O-Langevin equations.
- 社団法人 日本数学会の論文
- 2005-10-01
著者
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Matsuura Masaya
Department Of Mathematical Informatics Graduate School Of Information Science And Technology Univers
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Okabe Yasunori
Department Of Mathematical Engineering And Information Physics Graduate School And Faculty Of Engine
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Okabe Yasunori
Department Of Mathematical Informatics Graduate School Of Information Science And Technology Univers
-
Matsuura Masaya
Department Of Mathematical Informatics Graduate School Of Information Science And Technology Univers
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