scientific article; zbMATH DE number 4211185

zbMATH Open0732.60053MaRDI QIDQ3357993FDOQ3357993

Authors: Etienne Pardoux, M.-C. Roubaud 

Publication date: 1991

Title of this publication is not available (Why is that?)

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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)

Cited In (9)

• Title not available (Why is that?)
• On the filtering of noise-contaminated signals observed via hard limiters
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)

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