Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part I (Q3730727)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 3962870
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part I |
scientific article; zbMATH DE number 3962870 |
Statements
Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part I (English)
0 references
1984
0 references
nonlinear filtering problem
0 references
Kushner's equation
0 references
unnormalized conditional probability density function
0 references
Zakai's equation
0 references
0.85410625
0 references
0.84564906
0 references
0.83641565
0 references
0.83581746
0 references
0.82828665
0 references
0.8278924
0 references
0.8261565
0 references
0 references
