Some Large Deviation Asymptotics in Small Noise Filtering Problems
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Publication:5037496
DOI10.1137/21M142616XzbMath1483.60046arXiv2106.05512MaRDI QIDQ5037496
Amit Apte, Anugu Sumith Reddy, Amarjit Budhiraja
Publication date: 1 March 2022
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.05512
nonlinear filteringlarge deviation principleLaplace asymptotics4DVARminimum energy estimatesmall observation and signal noise
Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10)
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