Approximate filter for a two-dimensional nonlinear diffusion observed in a correlated low noise channel
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Publication:2974043
DOI10.1080/07362994.2016.1247369zbMath1359.93482OpenAlexW2557440767MaRDI QIDQ2974043
Publication date: 6 April 2017
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2016.1247369
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Limit theorems in probability theory (60F99)
Cites Work
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- Approximate Nonlinear Filtering for a Two-Dimensional Diffusion with One-Dimensional Observations in a Low Noise Channel
- Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems
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