A bound approach to asymptotic optimality in non-linear filtering of diffusion processes (Q912067)
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scientific article; zbMATH DE number 4143895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A bound approach to asymptotic optimality in non-linear filtering of diffusion processes |
scientific article; zbMATH DE number 4143895 |
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A bound approach to asymptotic optimality in non-linear filtering of diffusion processes (English)
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1989
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perturbation techniques
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state estimation
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non-linear filtering
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low noise channel
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Kalman filter
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asymptotically optimal
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