Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio (Q3754528): Difference between revisions
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scientific article
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English | Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio |
scientific article |
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Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio (English)
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1986
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singular perturbations
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extended Kalman filter
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asymptotic nonlinear filtering
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scalar diffusion
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