Stochastic Systems with Small Noise, Analysis and Simulation; A Phase Locked Loop Example
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Publication:3771340
DOI10.1137/0147043zbMath0633.60059OpenAlexW2015281088MaRDI QIDQ3771340
Paul Dupuis, Harold J. Kushner
Publication date: 1987
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0147043
Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10) Axiomatic systems theory (93A05)
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