scientific article; zbMATH DE number 1147068

MaRDI QIDQ4386547zbMATH OpenFDO

Authors Ofer Zeitouni, R. Liptser

Publication date 29 April 1998

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)

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Cited in

(7)

• Error bounds for the nonlinear filtering of signals with small diffusion coefficients
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• Robustesse de la solution des problemes de filtrage avec bruit blanc independant^†
• On diffusion approximations for filtering
• On a robust version of the integral representation formula of nonlinear filtering
• scientific article; zbMATH DE number 130625 (Why is no real title available?)
• Approximate and limit results for nonlinear filters with wide bandwith observation noise

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