On the nice behaviour of the Gaussian projection filter with small observation noise (Q672229): Difference between revisions

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+New results on the Gaussian projection filter with small observation noise
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+A differential geometric approach to nonlinear filtering: the projection filter
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+Q3953669
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+Gaussian approximation in recursive estimation of multiple states of nonlinear Wiener systems
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+Stochastic processes and filtering theory
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+Q5569338
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+Stochastic models, estimation, and control. Vol. 2,3
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+Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
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+Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise
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+Estimation of the Quadratic Variation of Nearly Observed Semimartingales with Application to Filtering
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