On the averaging principle for nonlinear filtering problems with random contamination

zbMATH Open0898.60051MaRDI QIDQ1389288FDOQ1389288

Authors: A. P. Serebrovskij, Marina Kleptsyna 

Publication date: 16 July 1998

Published in: Problems of Information Transmission (Search for Journal in Brave)

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zbMATH Keywords

optimal filteringaveraging principlequickly oscillating process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (1)

• A PROBLEM IN STOCHASTIC AVERAGING OF NONLINEAR FILTERS

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