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- Zakai_equation 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.".
- Zakai_equation wikiPageExternalLink BookCH10.pdf.
- Zakai_equation wikiPageExternalLink BookCH9.pdf.
- Zakai_equation wikiPageID "10099552".
- Zakai_equation wikiPageRevisionID "606319893".
- Zakai_equation hasPhotoCollection Zakai_equation.
- Zakai_equation subject Category:Estimation_theory.
- Zakai_equation subject Category:Signal_processing.
- Zakai_equation subject Category:Stochastic_differential_equations.
- Zakai_equation subject Category:Stochastic_processes.
- Zakai_equation type Abstraction100002137.
- Zakai_equation type Cognition100023271.
- Zakai_equation type Communication100033020.
- Zakai_equation type Concept105835747.
- Zakai_equation type Content105809192.
- Zakai_equation type DifferentialEquation106670521.
- Zakai_equation type Equation106669864.
- Zakai_equation type Hypothesis105888929.
- Zakai_equation type Idea105833840.
- Zakai_equation type MathematicalStatement106732169.
- Zakai_equation type Message106598915.
- Zakai_equation type Model105890249.
- Zakai_equation type PsychologicalFeature100023100.
- Zakai_equation type Statement106722453.
- Zakai_equation type StochasticDifferentialEquations.
- Zakai_equation type StochasticProcess113561896.
- Zakai_equation type StochasticProcesses.
- Zakai_equation 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.".
- Zakai_equation label "Zakai equation".
- Zakai_equation sameAs m.02q1s9h.
- Zakai_equation sameAs Q8064995.
- Zakai_equation sameAs Q8064995.
- Zakai_equation sameAs Zakai_equation.
- Zakai_equation wasDerivedFrom Zakai_equation?oldid=606319893.
- Zakai_equation isPrimaryTopicOf Zakai_equation.