On the optimal filtering problem for the cubic sensor

DOI10.1007/BF01599977zbMath0656.93069MaRDI QIDQ1110482

Zeev Schuss, Ben Zion Bobrovsky, Y. Steinberg

Publication date: 1988

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

asymptotic approximation; optimal filtering; scalar diffusion process

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

93E10: Estimation and detection in stochastic control theory

60J60: Diffusion processes

41A58: Series expansions (e.g., Taylor, Lidstone series, but not Fourier series)