On the small time behavior of the nonlinear estimation problem for finite bandwidth signals

DOI10.1007/BF01692071zbMath0649.93064MaRDI QIDQ3795577

Thomas J. S. Taylor

Publication date: 1987

Published in: Mathematical Systems Theory (Search for Journal in Brave)

zbMATH Keywords

nonlinear filteringsmall time behaviorwave type equationunnormalized conditional probability density

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Asymptotic expansions of solutions to PDEs (35C20) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60)

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