Zakai equation
id:
zakai-equation-272-2421002
title:
Zakai equation
text:
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 from noisy measurements, even when the system is non-linear. The application of this approach to a specific engineering situation may be problema
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wiki
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encyclopedia
description:
original url:
https://en.wikipedia.org/wiki/Zakai_equation
date created:
date modified:
2023-12-09T23:15:01Z
main entity:
{"identifier":"Q8064995","url":"https://www.wikidata.org/entity/Q8064995"}
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13
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