Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part II
DOI10.1137/0144084zbMATH Open0597.60035OpenAlexW4249557314MaRDI QIDQ3730728FDOQ3730728
Authors: R. Katzur, Zeev Schuss, B. Z. Bobrovsky 
Publication date: 1984
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0144084
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Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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- Upper and lower bounds and asymptotics of the optimal filtering error of a stationary process with a small information rate
- Approximate filter for a two-dimensional nonlinear diffusion observed in a correlated low noise channel
- An approximate filter for a partially observed piecewise linear system with small observation noise
- A bound approach to asymptotic optimality in non-linear filtering of diffusion processes
- On an Optimal Filtration Problem for One-Dimensional Diffusion Processes
- Asymptotic Analysis of the Optimal Filtering Problem for Two-Dimensional Diffusions Measured in a Low Noise Channel
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