scientific article; zbMATH DE number 3793894

MaRDI QIDQ4739764zbMATH OpenFDO

Authors Omar Hijab

Publication date 1982

zbMATH Keywords

asymptotic behaviourBayesian estimationconditional probability distributionlarge deviations

Mathematics Subject Classification ID

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

Cited in

(3)

• 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
• Discrete-time formulations as time discretization strategies in data assimilation

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