Approximate Filter for the Conditional Law of a Partially Observed Process in Nonlinear Filtering

DOI10.1137/S0363012995287040zbMath0924.93044MaRDI QIDQ4210462

Anne Gégout-Petit

Publication date: 21 September 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012995287040

zbMATH Keywords

singular perturbations; nonlinear filtering; signal-to-noise ratio

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93C10: Nonlinear systems in control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

60F99: Limit theorems in probability theory

Related Items

Approximate filter for a two-dimensional nonlinear diffusion observed in a correlated low noise channel