A filtering problem with a small nonlinear term

DOI10.1080/17442508608833412zbMath0605.60045OpenAlexW2020411934MaRDI QIDQ3742433

Jean Picard

Publication date: 1986

Published in: Stochastics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442508608833412

zbMATH Keywords

asymptotic expansionsasymptotic errorsfinite dimensional typesmall perturbation of a Kalman-Bucy filtering system

Mathematics Subject Classification ID

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

Related Items (1)

Filtering with a small nonlinear term in the signal

Cites Work

• Analysis of a new nonlinear filter and tracking methodology (Corresp.)
• Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part I
• Explicit solutions to a class of nonlinear filtering problems
• Équations du filtrage non linéaire de la prédiction et du lissage
• Approximate finite-dimensional filters for some nonlinear problems

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