Approximate Filter for the Conditional Law of a Partially Observed Process in Nonlinear Filtering
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Publication:4210462
DOI10.1137/S0363012995287040zbMath0924.93044MaRDI QIDQ4210462
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
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
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