Nonlinear filtering with correlated noises in the case of high signal-to-noise ratio
ConvergenceDiffusionEstimationFinite-dimensional FilterMalliavin CalculusStochastic Differential EquationsSuboptimal Filters
Ordinary differential equations and systems with randomness (34F05) General second-order stochastic processes (60G12) Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic calculus of variations and the Malliavin calculus (60H07) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Filtering in stochastic control theory (93E11)
- Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems
- scientific article; zbMATH DE number 4055506
- Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
- scientific article; zbMATH DE number 4170806
- scientific article; zbMATH DE number 1370377
- Nonlinear filtering with degenerate noise
- Cross Correlation and Deconvolution of Noise Signals in Randomly Layered Media
- scientific article; zbMATH DE number 4149267 (Why is no real title available?)
- Robust and efficient recovery of a signal passed through a filter and then contaminated by non-Gaussian noise
- Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems
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