On the optimal filtering problem for the cubic sensor

DOI10.1007/BF01599977zbMath0656.93069OpenAlexW2047929175MaRDI QIDQ1110482

Y. Steinberg, Zeev Schuss, Ben Zion Bobrovsky

Publication date: 1988

Published in: Circuits, Systems, and Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01599977

zbMATH Keywords

asymptotic approximationoptimal filteringscalar diffusion process

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Diffusion processes (60J60) Series expansions (e.g., Taylor, Lidstone series, but not Fourier series) (41A58)

Related Items (1)

Estimation of anthracnose dynamics by nonlinear filtering

Cites Work

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• Perturbation methods in applied mathematics
• Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part I
• Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part II
• Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio
• The asymptotic minimum variance estimate of stationary linear single output processes
• Asymptotic a priori estimates for the error in the nonlinear filtering problem (Corresp.)
• A priori error bounds for the cubic sensor problem

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