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The observation process \\(y(\\cdot)\\) is defined by  \\[ dy(t)= g\\bigl(x(t) \\bigr)dt+dw_0 (t). \\]  The process \\(x(\\cdot)\\) is approximated in the sense of weak convergence by a Markov chain for which the filter can be computed. The observational data which is used is the actual physical data. Theorems of convergence and robustness are proved. The Monte Carlo methods are considered as well. The fundamental approach was introduced by the author in [\\textit{H. J. 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