A robust discrete state approximation to the optimal nonlinear filter for a diffusiont
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Publication:3854388
DOI10.1080/17442507908833139zbMath0421.60054OpenAlexW2038220061MaRDI QIDQ3854388
Publication date: 1979
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442507908833139
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic approximation (62L20)
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