Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part II (Q3730728)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part II |
scientific article |
Statements
Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part II (English)
0 references
1984
0 references
Zakai's equation for the unnormalized conditional probability
0 references
density
0 references
asymptotic expansion
0 references
minimum energy estimator
0 references
Zakai's equation for the unnormalized conditional probability density
0 references
