scientific article; zbMATH DE number 3793894

zbMATH Open0503.93057MaRDI QIDQ4739764FDOQ4739764

Authors: Omar Hijab 

Publication date: 1982

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

zbMATH Keywords

large deviationsBayesian estimationasymptotic behaviourconditional probability distribution

Mathematics Subject Classification ID

Large deviations (60F10) Asymptotic distribution theory in statistics (62E20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Estimation and detection in stochastic control theory (93E10)

Cited In (2)

• A discrete-time optimal filtering approach for non-linear systems as a stable discretization of the Mortensen observer
• Mortensen observer for a class of variational inequalities – lost equivalence with stochastic filtering approaches

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