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Observation sampling and quantisation for continuous-time estimators. - MaRDI portal

Observation sampling and quantisation for continuous-time estimators. (Q1877401)

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scientific article; zbMATH DE number 2098081
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Observation sampling and quantisation for continuous-time estimators.
scientific article; zbMATH DE number 2098081

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    Observation sampling and quantisation for continuous-time estimators. (English)
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    7 September 2004
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    nonlinear filtering
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    quantisation
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    over-sampling
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    approximation
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    weak convergence
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    continuous-time Bayesian estimation
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