scientific article; zbMATH DE number 1147068

zbMATH Open0899.60037MaRDI QIDQ4386547FDOQ4386547

Authors: Ofer Zeitouni, R. Liptser 

Publication date: 29 April 1998

Title of this publication is not available (Why is that?)

Recommendations

• On diffusion approximations for filtering
• Approximate and limit results for nonlinear filters with wide bandwith observation noise
• Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
• Approximate Nonlinear Filtering for a Two-Dimensional Diffusion with One-Dimensional Observations in a Low Noise Channel
• Nonlinear filters for linear models (a robust approach)

zbMATH Keywords

optimal filtercontinuity resultsfiltering of diffusion processesapproximation techniques for filtering models

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic stability in control theory (93E15)

Cited In (7)

• Title not available (Why is that?)
• Error bounds for the nonlinear filtering of signals with small diffusion coefficients
• Robustesse de la solution des problemes de filtrage avec bruit blanc independant^†
• Title not available (Why is that?)
• Approximate and limit results for nonlinear filters with wide bandwith observation noise
• On diffusion approximations for filtering
• On a robust version of the integral representation formula of nonlinear filtering

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4386547)