Approximate and limit results for nonlinear filters with small observation noise: the linear sensor and constant diffusion coefficient case

DOI10.1109/9.1262zbMath0647.93067OpenAlexW2012790594MaRDI QIDQ3792606

Ofer Zeitouni

Publication date: 1988

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.1262

zbMATH Keywords

nonlinear filteringGaussian approximationsmall observation noiselower and upper estimates on the conditional density

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Diffusion processes (60J60)

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