A bound approach to asymptotic optimality in non-linear filtering of diffusion processes (Q912067)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A bound approach to asymptotic optimality in non-linear filtering of diffusion processes |
scientific article |
Statements
A bound approach to asymptotic optimality in non-linear filtering of diffusion processes (English)
0 references
1989
0 references
perturbation techniques
0 references
state estimation
0 references
non-linear filtering
0 references
low noise channel
0 references
Kalman filter
0 references
asymptotically optimal
0 references
0 references
0 references