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Singular Perturbation Method for the Solution of Kushner's Equation.

dc.contributor.authorKatzur, Ranen_US
dc.date.accessioned2007-05-23T09:38:36Z
dc.date.available2007-05-23T09:38:36Z
dc.date.issued1987en_US
dc.identifier.urihttp://hdl.handle.net/1903/4646
dc.description.abstractIn this paper we solve asymptotically Kushner's equation for the conditional probability density function of a one dimensional diffusion process measured in a low noise channel. We obtain the Stratonovich version and solve asymptotically this equation. The asymptotic aolution agrees with the asymptotic solution of Zakai's equation. In the second part of this paper we solve asymptotically Kushner's equation for a model of feedback channel and construct a sub-optimal filter for this model.en_US
dc.format.extent510316 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoen_USen_US
dc.relation.ispartofseriesISR; TR 1987-138en_US
dc.titleSingular Perturbation Method for the Solution of Kushner's Equation.en_US
dc.typeTechnical Reporten_US
dc.contributor.departmentISRen_US


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