scientific article; zbMATH DE number 3978964

MaRDI QIDQ3744077zbMATH OpenFDO

Authors Jean Picard

Publication date 1986

zbMATH Keywords

nonlinear filteringsmall noise asymptoticstime-reversal of diffusions

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Inference from stochastic processes and prediction (62M20) Nonlinear systems in control theory (93C10) Filtering in stochastic control theory (93E11)

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(5)

• Nonlinear filtering problem with contamination
• Non-linear filtering of rare events with large signal-to-noise ratio
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• Filtrage de diffusions faiblement bruitées dans le cas corrélé
• Filtering with a small nonlinear term in the signal

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