On the nice behaviour of the Gaussian projection filter with small observation noise
type: Item
instance of: scholarly article
title: On the nice behaviour of the Gaussian projection filter with small observation noise
zbMATH Open document ID: 0877.93128
DOI: 10.1016/0167-6911(95)00037-2
author: Damiano Brigo
published in: Systems \& Control Letters
publication date: 1997-02-27T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93C10
zbMATH DE Number: 984872
zbMATH Keywords: Nonlinear filtering
zbMATH Keywords: Gaussian assumed density filter
zbMATH Keywords: Gaussian projection filter
zbMATH Keywords: Asymptotic analysis
zbMATH Keywords: Small observation noise
zbMATH Keywords: Stochastic differential equations
MaRDI profile type: Publication
full work available at URL: 0167-6911(95)00037-2
OpenAlex ID: W2034609989
cites work: New results on the Gaussian projection filter with small observation noise
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cites work: Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise
cites work: Estimation of the Quadratic Variation of Nearly Observed Semimartingales with Application to Filtering
Wikidata QID: Q127305675
description: scientific article; zbMATH DE number 984872