Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio (Q3754528)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio |
scientific article |
Statements
Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio (English)
0 references
1986
0 references
singular perturbations
0 references
extended Kalman filter
0 references
asymptotic nonlinear filtering
0 references
scalar diffusion
0 references
