On the nice behaviour of the Gaussian projection filter with small observation noise (Q672229)
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scientific article; zbMATH DE number 984872
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the nice behaviour of the Gaussian projection filter with small observation noise |
scientific article; zbMATH DE number 984872 |
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On the nice behaviour of the Gaussian projection filter with small observation noise (English)
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27 February 1997
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Nonlinear filtering
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Gaussian assumed density filter
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Gaussian projection filter
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Asymptotic analysis
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Small observation noise
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Stochastic differential equations
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