Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part I
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Publication:3730727
DOI10.1137/0144041zbMath0597.60034MaRDI QIDQ3730727
Zeev Schuss, Ben Zion Bobrovsky, R. Katzur
Publication date: 1984
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0144041
nonlinear filtering problem; Zakai's equation; Kushner's equation; unnormalized conditional probability density function
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
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