Observation sampling and quantisation for continuous-time estimators.
type: Item
instance of: scholarly article
title: Observation sampling and quantisation for continuous-time estimators.
zbMATH Open document ID: 1045.60060
DOI: 10.1016/S0304-4149(99)00117-9
author: Nigel J. Newton
published in: Stochastic Processes and their Applications
publication date: 2004-09-07T00:00:00Z
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 65C05
Mathematics Subject Classification ID: 65M99
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 2098081
zbMATH Keywords: nonlinear filtering
zbMATH Keywords: quantisation
zbMATH Keywords: over-sampling
zbMATH Keywords: approximation
zbMATH Keywords: weak convergence
zbMATH Keywords: continuous-time Bayesian estimation
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2098081