DOI10.1109/18.391245zbMath0837.93071MaRDI QIDQ4857500
Wolfgang J. Runggaldier, Robert Sh. Liptser
Publication date: 14 May 1996 Published in: IEEE Transactions on Information Theory (Search for Journal in Brave) Full work available at URL: https://doi.org/10.1109/18.391245
zbMATH Keywords
robust; diffusion approximation; nonlinear filtering
Mathematics Subject Classification ID
93E11: Filtering in stochastic control theory
93C10: Nonlinear systems in control theory
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