Nonlinear smoothing for random fields

ShinIchi Aihara; Arunabha Bagchi

doi:10.1016/0304-4149(95)91545-C

Nonlinear smoothing for random fields

ShinIchi Aihara, Arunabha Bagchi

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Abstract

Stochastic nonlinear elliptic partial differential equations with white noise disturbances are studied in the countably additive measure set up. Introducing the Onsager-Machlup function to the system model, the smoothing problem for maximizing the modified likelihood functional is solved and the explicit form of nonlinear smoother is presented in the finitely additive observation noise set up.

Original language	English
Pages (from-to)	143-158
Number of pages	16
Journal	Stochastic processes and their applications
Volume	55
Issue number	55
DOIs	https://doi.org/10.1016/0304-4149(95)91545-C
Publication status	Published - 1995

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@article{ed0f3e5c3f5441c8aab34f5c7b6037ce,

title = "Nonlinear smoothing for random fields",

abstract = "Stochastic nonlinear elliptic partial differential equations with white noise disturbances are studied in the countably additive measure set up. Introducing the Onsager-Machlup function to the system model, the smoothing problem for maximizing the modified likelihood functional is solved and the explicit form of nonlinear smoother is presented in the finitely additive observation noise set up.",

author = "ShinIchi Aihara and Arunabha Bagchi",

year = "1995",

doi = "10.1016/0304-4149(95)91545-C",

language = "English",

volume = "55",

pages = "143--158",

journal = "Stochastic processes and their applications",

issn = "0304-4149",

publisher = "Elsevier B.V.",

number = "55",

}

TY - JOUR

T1 - Nonlinear smoothing for random fields

AU - Aihara, ShinIchi

AU - Bagchi, Arunabha

PY - 1995

Y1 - 1995

N2 - Stochastic nonlinear elliptic partial differential equations with white noise disturbances are studied in the countably additive measure set up. Introducing the Onsager-Machlup function to the system model, the smoothing problem for maximizing the modified likelihood functional is solved and the explicit form of nonlinear smoother is presented in the finitely additive observation noise set up.

AB - Stochastic nonlinear elliptic partial differential equations with white noise disturbances are studied in the countably additive measure set up. Introducing the Onsager-Machlup function to the system model, the smoothing problem for maximizing the modified likelihood functional is solved and the explicit form of nonlinear smoother is presented in the finitely additive observation noise set up.

U2 - 10.1016/0304-4149(95)91545-C

DO - 10.1016/0304-4149(95)91545-C

M3 - Article

SN - 0304-4149

VL - 55

SP - 143

EP - 158

JO - Stochastic processes and their applications

JF - Stochastic processes and their applications

IS - 55

ER -

Nonlinear smoothing for random fields

Abstract

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