Asymptotic Analysis of the Optimal Filtering Problem for Two-Dimensional Diffusions Measured in a Low Noise Channel (Q3479951)
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scientific article; zbMATH DE number 4150060
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| English | Asymptotic Analysis of the Optimal Filtering Problem for Two-Dimensional Diffusions Measured in a Low Noise Channel |
scientific article; zbMATH DE number 4150060 |
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Asymptotic Analysis of the Optimal Filtering Problem for Two-Dimensional Diffusions Measured in a Low Noise Channel (English)
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1990
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stochastic differential equations
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singular perturbations
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optimal filtering
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single output two-dimensional diffusion process
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nonlinear drift
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monotone nonlinear low noise channel
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0.9038785099983216
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0.873583972454071
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0.8588563203811646
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0.8405500650405884
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