Convergence of Implicit Discretion Schemes for Linear Differential Equations with Application to Filter.
| dc.contributor.author | Piccioni, M. | en_US |
| dc.contributor.department | ISR | en_US |
| dc.date.accessioned | 2007-05-23T09:35:09Z | |
| dc.date.available | 2007-05-23T09:35:09Z | |
| dc.date.issued | 1986 | en_US |
| dc.description.abstract | This paper presents a generalization of results on convergence and robustness of discretization schemes for nonlinear filtering obtained by Kushner. This is made possible by a general theorem on the convergence of semigroups of operators on a Banach space, which gives sufficient conditions for a semidiscretization scheme to remain convergent, once the time is implicitly discretized. As a consequence, sufficient conditions can be given for selecting space discretizations of the state process generator to construct computable nonlinear filters converging to the optimal one. | en_US |
| dc.format.extent | 797749 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | http://hdl.handle.net/1903/4450 | |
| dc.language.iso | en_US | en_US |
| dc.relation.ispartofseries | ISR; TR 1986-25 | en_US |
| dc.title | Convergence of Implicit Discretion Schemes for Linear Differential Equations with Application to Filter. | en_US |
| dc.type | Technical Report | en_US |
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