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Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems - MaRDI portal

Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems (Q4487012)

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scientific article; zbMATH DE number 1462759
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Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems
scientific article; zbMATH DE number 1462759

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    Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems (English)
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    21 June 2000
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    Zakai and Kushner-Stratonovitch type equations
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    nonlinear filtering
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    correlated noises
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