New results on the Gaussian projection filter with small observation noise (Q1350956)
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scientific article; zbMATH DE number 984214
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New results on the Gaussian projection filter with small observation noise |
scientific article; zbMATH DE number 984214 |
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New results on the Gaussian projection filter with small observation noise (English)
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27 February 1997
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Nonlinear filtering
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Gaussian assumed density filter
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Gaussian projection filter
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One dimensional filter
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Asymptotic analysis
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Small observation noise
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Stochastic differential equations
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Girsanov transformation
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Differential geometry and statistics
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