Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio (Q3754528)
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scientific article; zbMATH DE number 4001998
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| English | Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio |
scientific article; zbMATH DE number 4001998 |
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Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio (English)
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1986
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singular perturbations
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extended Kalman filter
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asymptotic nonlinear filtering
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scalar diffusion
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0.90377014875412
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0.8756009936332703
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