Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case (Q3792606)
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scientific article; zbMATH DE number 4057423
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| English | Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case |
scientific article; zbMATH DE number 4057423 |
Statements
Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case (English)
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1988
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nonlinear filtering
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small observation noise
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Gaussian approximation
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lower and upper estimates on the conditional density
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0.9181911
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0.9072297
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0.90438783
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0.90387493
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0.89194965
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