Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
- 1 December 1986
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 46 (6) , 1098-1125
- https://doi.org/10.1137/0146065
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- Grossissement d'une filtration et retournement du temps d'une diffusionLecture Notes in Mathematics, 1986
- Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part IISIAM Journal on Applied Mathematics, 1984
- Robustesse de la solution des problemes de filtrage avec bruit blanc independant †Stochastics, 1984
- Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part ISIAM Journal on Applied Mathematics, 1984
- Stochastic differential equations and stochastic flows of diffeomorphismsPublished by Springer Nature ,1984
- Asymptotic a priori estimates for the error in the nonlinear filtering problem (Corresp.)IEEE Transactions on Information Theory, 1982
- The truncated second-order nonlinear filter revisitedIEEE Transactions on Automatic Control, 1982
- Stochastic Filtering TheoryPublished by Springer Nature ,1980