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- Q8064995 subject Q7013146.
- Q8064995 subject Q7035969.
- Q8064995 subject Q8806217.
- Q8064995 subject Q8818223.
- Q8064995 abstract "In filtering theory the Zakai equation is a linear stochastic partial differential equation for the un-normalized density of a hidden state. In contrast, the Kushner equation gives a non-linear stochastic partial differential equation for the normalized density of the hidden state. In principle either approach allows one to estimate a quantity function (the state of a Dynamical system) from noisy measurements, even when the system is non-linear (thus generalizing the earlier results of Wiener and Kalman for linear systems and solving a central problem in estimation theory). The application of this approach to a specific engineering situation may be problematic however, as these equations are quite complex. The Zakai equation is a bilinear stochastic partial differential equation. It was named after Moshe Zakai.".
- Q8064995 wikiPageExternalLink BookCH10.pdf.
- Q8064995 wikiPageExternalLink BookCH9.pdf.
- Q8064995 wikiPageWikiLink Q1056809.
- Q8064995 wikiPageWikiLink Q1376021.
- Q8064995 wikiPageWikiLink Q16979017.
- Q8064995 wikiPageWikiLink Q176916.
- Q8064995 wikiPageWikiLink Q25523.
- Q8064995 wikiPageWikiLink Q3288870.
- Q8064995 wikiPageWikiLink Q4917288.
- Q8064995 wikiPageWikiLink Q5449244.
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- Q8064995 wikiPageWikiLink Q6448080.
- Q8064995 wikiPageWikiLink Q6916189.
- Q8064995 wikiPageWikiLink Q7013146.
- Q8064995 wikiPageWikiLink Q7035969.
- Q8064995 wikiPageWikiLink Q846780.
- Q8064995 wikiPageWikiLink Q8806217.
- Q8064995 wikiPageWikiLink Q8818223.
- Q8064995 wikiPageWikiLink Q891766.
- Q8064995 comment "In filtering theory the Zakai equation is a linear stochastic partial differential equation for the un-normalized density of a hidden state. In contrast, the Kushner equation gives a non-linear stochastic partial differential equation for the normalized density of the hidden state.".
- Q8064995 label "Zakai equation".