scientific article; zbMATH DE number 3891234

MaRDI QIDQ3347762zbMATH OpenFDO

Authors Etienne Pardoux

Publication date 1982

zbMATH Keywords

nonlinear filteringcoloured noise with large bandwidth

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10)

Recommendations

• Approximate and limit results for nonlinear filters with wide bandwith observation noise
• Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
• Un nouveau principe de grandes déviations en théorie du filtrage non linéaire. (A new large deviations principle in nonlinear filtering theory)
• Filtering and control for wide bandwidth noise driven systems
• Asymptotic expansion in nonlinear filtering with homogenization

Cited in

(3)

• Filtrage non lineaire avec observation sur une variete
• scientific article; zbMATH DE number 3941651 (Why is no real title available?)
• Approximate and limit results for nonlinear filters with wide bandwith observation noise

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3347762)