Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems (Q4487012)
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scientific article; zbMATH DE number 1462759
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English | Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems |
scientific article; zbMATH DE number 1462759 |
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Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems (English)
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21 June 2000
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Zakai and Kushner-Stratonovitch type equations
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nonlinear filtering
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correlated noises
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