Publication:3795588

zbMath0649.93072MaRDI QIDQ3795588

Eddy Mayer-Wolf, Ofer Zeitouni, Moshe Zakai

Publication date: 1988

zbMATH Keywords

nonlinear filtering; memory length; small diffusion; approximate filters

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

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A note on the memory length of optimal nonlinear filters