Two-parameter gaussian Markov processes and their recursive linear filtering

Hayri Korezlioglu

Annales scientifiques de l'Université de Clermont. Mathématiques (1979)

  • Volume: 67, Issue: 17, page 69-93
  • ISSN: 0249-7042

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Korezlioglu, Hayri. "Two-parameter gaussian Markov processes and their recursive linear filtering." Annales scientifiques de l'Université de Clermont. Mathématiques 67.17 (1979): 69-93. <http://eudml.org/doc/80487>.

@article{Korezlioglu1979,
author = {Korezlioglu, Hayri},
journal = {Annales scientifiques de l'Université de Clermont. Mathématiques},
keywords = {Two-Parameter Gaussian Markov Processes; Wiener Processes; Representation; Kalman Filtering Model},
language = {eng},
number = {17},
pages = {69-93},
publisher = {UER de Sciences exactes et naturelles de l'Université de Clermont},
title = {Two-parameter gaussian Markov processes and their recursive linear filtering},
url = {http://eudml.org/doc/80487},
volume = {67},
year = {1979},
}

TY - JOUR
AU - Korezlioglu, Hayri
TI - Two-parameter gaussian Markov processes and their recursive linear filtering
JO - Annales scientifiques de l'Université de Clermont. Mathématiques
PY - 1979
PB - UER de Sciences exactes et naturelles de l'Université de Clermont
VL - 67
IS - 17
SP - 69
EP - 93
LA - eng
KW - Two-Parameter Gaussian Markov Processes; Wiener Processes; Representation; Kalman Filtering Model
UR - http://eudml.org/doc/80487
ER -

References

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  1. 1 H. Korezlioglu, "Recursive Linear Filtering of Two-Parameter Gaussian Markov Processes", Proceedings of the Eight Prague Conference on Information Theory, Statistical Decision Functions and Random Processes, Prague, August 28-Sept. 1, 1978. Zbl0415.60042MR557719
  2. 2 D. Nualart & M. Sanz, "Random Gaussian Markov Fields" Technical Report, Departamento de Matematicas, Escuela Técnica Superior de Arquitectura, Barcelona. Zbl0417.60084
  3. 3 J.-Y. Ouvrard, "Martingale Projection and Linear Filtering in Hilbert Spaces. I: The Theory", SIAM J. Control and Optimisation, Vol. 16, N° 6, p.p. 912-937, 1978. Zbl0399.93050MR509460
  4. 4 J. Neveu, Processus aléatoires gaussiens, Presses de l'Université de Montreal, 1968. Zbl0192.54701MR272042
  5. 5 R. Cairoli & J.B. Walsh, "Stochastic Integrals in the Plane", Acta Math.134, p.p. 111-183, 1975. Zbl0334.60026MR420845
  6. 6 E. Wong & M. Zakai, "Martingales and Stochastic Integrals for Processes with a Multidimensional Prameter", Z. Wahrschein. Verw. Gebiete, 29, p. p. 109-122, 1974. Zbl0282.60030MR370758
  7. 7 C. Dellacherie, Capacité et processus stochastiques, Springer-Verlag, 1972. Zbl0246.60032MR448504
  8. 8 M. Yor, "Existence et unicité de diffusions à valeurs dans un espace de Hilbert ", Ann. Inst. Henri Poincaré, Vol. X, N° 1, p. p. 55-88, 1974. Zbl0281.60094MR356257
  9. 9 M. Fujisaki, M. Kallianpur & H. Kunita, "Stochastic Differential Equation for the Non-Linear Filtering Problem", Osaka J. Math.9, p.p. 19-40, 1972. Zbl0242.93051MR336801
  10. 10 M. Metivier & G. Pistone, "Une formule d'isométrie pour l'intégrale stochastique hilbertienne et équations d'évolution linéaires stochastiques " Z. Wahrschein, Verw. Gebiete, 33, p.p. 1-18, 1975. Zbl0325.60054MR383527
  11. 11 C. Doleans-Dade, "Intégrales stochastiques dépendant d'un paramètre " Publ. Inst. Stat. Univ. Paris, 16, p.p. 23-34, 1967. Zbl0178.18903MR224143
  12. 12 H Korezlioglu, "Filtrage linéaire récursif des processus à deux indices discrets, markoviens au sens large", ENST-D-78004, 1978. 
  13. 13 H. Korezlioglu, G. Mazziotto & J. Szpirglas, "Equations du filtrage non linéaire pour des processus à deux indices", C.R. Acad. Sc. Paris, t. 287, Série A-891-893, 1978. Zbl0391.60042MR551773
  14. 14 E. Wong, "Recursive Causal Linear Filtering for Two-Dimensional Random fields ", IEEE Trans. Inf. Th. IT-24, N° 1, p.p. 50-59, 1978. Zbl0376.60045MR490342

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