On-line estimation of smooth signals with partial observation

DOI10.1134/S0032946006040053zbMath1237.94015OpenAlexW2085909640MaRDI QIDQ415690

Rafail Z. Khasminskii, Pao-Liu Chow

Publication date: 9 May 2012

Published in: Problems of Information Transmission (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0032946006040053

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Unnamed Item
• Tracking of signals and its derivatives in Gaussian white noise
• Nonlinear filtering with homogenization
• Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
• NONLINEAR FILTERING OF SMOOTH SIGNALS

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