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Skip to Search Results- 2Filtering equations
- 2Measure-valued process
- 1Compact Containment
- 1Filtering
- 1Markov chain approximations
- 1Modulus of Continuity
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2004
Zhao, Xingqiu, Long, Hongwei, McCrosky, Jesse, Kim, Surrey, Kouritzin, Michael
In this paper, we discuss multi-target tracking for a submarine model based on incomplete observations. The submarine model is a weakly interacting stochastic dynamic system with several submarines in the underlying region. Observations are obtained at discrete times from a number of sonobuoys...
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2008
In this paper, we give a direct derivation of the Duncan–Mortensen–Zakai filtering equation, without assuming right continuity of the signal, nor its filtration, and without the usual finite energy condition. As a consequence, the Fujisaki–Kallianpur–Kunita equation is also derived. Our results...
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2013-09-10
The equivalences to and the connections between the modulus-of-continuity condition, compact containment and tightness on DE[a, b] with a < b are studied. The results within are tools for establishing tightness for probability measures on DE[a, b] that generalize and simplify prevailing results...