On the averaging principle for nonlinear filtering problems with random contamination

zbMath0898.60051MaRDI QIDQ1389288

A. P. Serebrovskij, Marina Kleptsyna

Publication date: 16 July 1998

Published in: Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

optimal filteringaveraging principlequickly oscillating process

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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