No label defined (Q3973608)
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 16917
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | No label defined |
scientific article; zbMATH DE number 16917 |
Statements
26 June 1992
0 references
approximate filters
0 references
discrete-time nonlinear filtering problem
0 references
interval of monotonicity
0 references
0.95842814
0 references
0.91860354
0 references
0.91254616
0 references
0.8977661
0 references
[For the entire collection see Zbl 0724.00018.] Following previous works which were dealing with the continuous-time case, the authors consider a one-dimensional discrete-time nonlinear filtering problem in which the observation function is piecewise monotone. Under a detectability assumption, they describe a filter which is asymptotically optimal as the noise tends to zero; in order to choose the interval of monotonicity in which the signal is, they use a test based on the quadratic variation of the observation. They prove some bounds on the error probabilities and estimate the time which is necessary to take a decision.
0 references
