scientific article; zbMATH DE number 4211185

MaRDI QIDQ3357993zbMATH OpenFDO

Authors Etienne Pardoux, M.-C. Roubaud

Publication date 1991

zbMATH Keywords

likelihood ratiosmall observation noiseapproximate filtersfiltering a one-dimensional diffusion processnonlinear filtering with small noise

Mathematics Subject Classification ID

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

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Cited in

(9)

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• On the filtering of noise-contaminated signals observed via hard limiters
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• Block diagonally dominant positive definite approximate filters and smoothers
• An approximate filter for a partially observed piecewise linear system with small observation noise
• Piecewise linear filtering with small observation noise
• Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
• Filtering at high noise levels
• scientific article; zbMATH DE number 591188 (Why is no real title available?)

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