Approximate Filter for the Conditional Law of a Partially Observed Process in Nonlinear Filtering

DOI10.1137/S0363012995287040zbMath0924.93044OpenAlexW2095156483MaRDI QIDQ4210462

Anne Gégout-Petit

Publication date: 21 September 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012995287040

zbMATH Keywords

singular perturbationsnonlinear filteringsignal-to-noise ratio

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Signal detection and filtering (aspects of stochastic processes) (60G35) Limit theorems in probability theory (60F99)

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Approximate filter for a two-dimensional nonlinear diffusion observed in a correlated low noise channel

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