Asymptotic Analysis for Piecewise Linear Filtering

2999 23 3048 3 6047 document 3048 WP-87-053.pdf application/pdf d747d31c0e869822832aa190dd66bc6e MD5 240318 2016-01-15 01:58:04 https://pure.iiasa.ac.at/id/eprint/2999/1/WP-87-053.pdf 2999 1 1 text en public

WP-87-053.pdf

22 218cb58979b0aeeae16a39008884599eabf33942 3054 1 6059 document 3054 indexcodes.txt text/x-pascal 02bd5cae04fa266d0baaf743e67cceba MD5 3278 2016-01-15 01:58:06 https://pure.iiasa.ac.at/id/eprint/2999/2/indexcodes.txt 2999 2 2 text/x-pascal other Generate index codes conversion from text to indexcodes en public

indexcodes.txt

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/isIndexCodesVersionOf https://pure.iiasa.ac.at/id/document/3048 18526 2 30256 document 18526 lightbox.jpg image/png 58c3fdc307b7b922dba7711af181c28e MD5 12770 2016-01-15 13:18:21 https://pure.iiasa.ac.at/id/eprint/2999/3/lightbox.jpg 2999 3 3 image/png other Thumbnails conversion from text to thumbnail_lightbox en public

lightbox.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/islightboxThumbnailVersionOf https://pure.iiasa.ac.at/id/document/3048 18527 2 30257 document 18527 preview.jpg image/png cbe39e0559ebed12d066704e2d1df806 MD5 5900 2016-01-15 13:18:22 https://pure.iiasa.ac.at/id/eprint/2999/4/preview.jpg 2999 4 4 image/png other Thumbnails conversion from text to thumbnail_preview en public

preview.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/ispreviewThumbnailVersionOf https://pure.iiasa.ac.at/id/document/3048 18528 2 30258 document 18528 medium.jpg image/png ba5387dd612cb32a5a82b1738016a5a5 MD5 2381 2016-01-15 13:18:23 https://pure.iiasa.ac.at/id/eprint/2999/5/medium.jpg 2999 5 5 image/png other Thumbnails conversion from text to thumbnail_medium en public

medium.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/ismediumThumbnailVersionOf https://pure.iiasa.ac.at/id/document/3048 18529 2 30259 document 18529 small.jpg image/png 56df2315cd5500f1e8bf6417b9f3c5aa MD5 954 2016-01-15 13:18:24 https://pure.iiasa.ac.at/id/eprint/2999/6/small.jpg 2999 6 6 image/png other Thumbnails conversion from text to thumbnail_small en public

small.jpg

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/issmallThumbnailVersionOf https://pure.iiasa.ac.at/id/document/3048 82076 2 230290 document 82076 WP-87-053.pdf application/pdf 08b339ac1434e94bb2864236eef6123c MD5 934438 2018-03-14 08:02:28 https://pure.iiasa.ac.at/id/eprint/2999/7/WP-87-053.pdf 2999 7 7 application/pdf other Coversheet version en public

WP-87-053.pdf

http://eprints.org/relation/isVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/isVolatileVersionOf https://pure.iiasa.ac.at/id/document/3048 http://eprints.org/relation/isCoversheetVersionOf https://pure.iiasa.ac.at/id/document/3048 archive 351 disk0/00/00/29/99 2016-01-15 01:58:04 2021-08-27 17:13:01 2016-01-15 01:58:04 monograph show 2 Di Masi G.B. AL0595 Runggaldier W.J. AL1166 Asymptotic Analysis for Piecewise Linear Filtering pub iis_sys iis_mod prog_ado A discrete-time nonlinear filtering problem with piecewise linear coefficients and not necessarily Gaussian disturbances is considered. It is shown that it possesses asymptotic properties that coincide with the analogous properties of a filtering problem for a suitably randomized linear model which admits a finite-dimensional solution. The asymptotic properties are connected to the behavior of the nonlinear filters when some parameters of the distribution of the initial condition and of the signal disturbances become small. These asymptotic properties allow to consider the finite-dimensional filter as an approximate solution to the original problem. It can in fact be shown that, asymptotically, the original and the approximate models have the same conditional moments and, in particular, the same conditional mean square errors. 1987-06 published WP-87-053 WP-87-053 10 1834 2346 public working_paper IIASA, Laxenburg, Austria 16 FALSE info:eu-repo/semantics/book