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

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Revision as of 01:55, 5 March 2024

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On the nice behaviour of the Gaussian projection filter with small observation noise
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    On the nice behaviour of the Gaussian projection filter with small observation noise (English)
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    27 February 1997
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    Nonlinear filtering
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    Gaussian assumed density filter
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    Gaussian projection filter
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    Asymptotic analysis
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    Small observation noise
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    Stochastic differential equations
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