A bound approach to asymptotic optimality in non-linear filtering of diffusion processes
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Publication:912067
DOI10.1016/0005-1098(89)90028-9zbMath0697.93059OpenAlexW2031072911MaRDI QIDQ912067
Gilmer L. Blankenship, Lahcen Saydy
Publication date: 1989
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1903/4690
perturbation techniquesstate estimationKalman filterasymptotically optimalnon-linear filteringlow noise channel
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Cites Work
- New classes of finite-dimensional nonlinear filters
- A bound approach to asymptotic optimality in non-linear filtering of diffusion processes
- Stochastic processes and filtering theory
- Asymptotic expansions and Lie algebras for some nonlinear filtering problems
- Asymptotic Analysis of the Optimal Filtering Problem for One-Dimensional Diffusions Measured in a Low Noise Channel, Part I
- Exact finite-dimensional filters for certain diffusions with nonlinear drift
- Approximate finite-dimensional filters for some nonlinear problems
- Asymptotic a priori estimates for the error in the nonlinear filtering problem (Corresp.)
- Cone-bounded nonlinearities and mean-square bounds--Estimation lower bound
- Cone-bounded nonlinearities and mean-square bounds--Estimation upper bound
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