A Singular Perturbation Method for the Computation of the Mean First Passage Time in a Nonlinear Filter
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Publication:3966863
DOI10.1137/0142014zbMath0501.60051OpenAlexW2049650613MaRDI QIDQ3966863
Zeev Schuss, Ben Zion Bobrovsky
Publication date: 1982
Published in: SIAM Journal on Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0142014
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)
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