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Nonlinear smoothing for random fields

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Aihara, Shin Ichi and Bagchi, Arunabha (1995) Nonlinear smoothing for random fields. Stochastic Processes and Their Applications, 55 (1). pp. 143-158. ISSN 0304-4149

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Abstract:Stochastic nonlinear elliptic partial differential equations with white noise disturbances are studied in the countably additive measure set up. Introducing the Onsager-Machlup function to the system model, the smoothing problem for maximizing the modified likelihood functional is solved and the explicit form of nonlinear smoother is presented in the finitely additive observation noise set up.
Item Type:Article
Copyright:© 1995 Elsevier Science
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
Research Group:
Link to this item:http://purl.utwente.nl/publications/30192
Official URL:http://dx.doi.org/10.1016/0304-4149(95)91545-C
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Metis ID: 140832