Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case (Q3792606)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case |
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Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case (English)
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1988
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nonlinear filtering
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small observation noise
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Gaussian approximation
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lower and upper estimates on the conditional density
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