Approximate filters for a nonlinear discrete time filtering problem with small observation noise

DOI10.1080/17442509408833866zbMath0826.60033OpenAlexW1997024116MaRDI QIDQ4840911

Paula M. L. P. Milheiro de Oliveira

Publication date: 14 November 1995

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509408833866

zbMATH Keywords

discrete time stochastic systemsapproximate filterasymptotic behavior of a nonlinear one- dimensional filtering discrete time problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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