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J. Kushner} and \\textit{W. J. Runggaldier} [IEEE Trans. Autom. Control AC-32, 123-133 (1987; Zbl 0617.93060)], the authors consider a family of processes \\((X^{\\epsilon},Y^{\\epsilon})\\) where \\(X^{\\epsilon}=(X^{\\epsilon}_ t)\\) is unobservable, while \\(Y^{\\epsilon}=(Y^{\\epsilon}_ t)\\) is observable. The family is given by a model that is nonlinear in the observations, has coefficients that may be rapidly oscillating, and additive disturbances that may be wide- band and non-Gaussian. Using results of diffusion approximation for semimartingales, they show the convergence in distribution (for \\(\\to 0)\\) of \\((X^{\\epsilon},Y^{\\epsilon})\\) to a process (X,Y) that satisfies a linear-Gaussian model. 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