A bound approach to asymptotic optimality in non-linear filtering of diffusion processes (Q912067): Difference between revisions

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+Exact finite-dimensional filters for certain diffusions with nonlinear drift
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+Asymptotic expansions and Lie algebras for some nonlinear filtering problems
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+Asymptotic a priori estimates for the error in the nonlinear filtering problem (Corresp.)
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+Cone-bounded nonlinearities and mean-square bounds--Estimation upper bound
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+Cone-bounded nonlinearities and mean-square bounds--Estimation lower bound
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+Stochastic processes and filtering theory
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+Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part  I
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+A bound approach to asymptotic optimality in non-linear filtering of diffusion processes
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+Approximate finite-dimensional filters for some nonlinear problems
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+New classes of finite-dimensional nonlinear filters
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