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A Singular Perturbation Method for the Computation of the Mean First Passage Time in a Nonlinear Filter

✍ Scribed by B. Z. Bobrovsky and Z. Schuss

Book ID
124881586
Publisher
Society for Industrial and Applied Mathematics
Year
1982
Tongue
English
Weight
980 KB
Volume
42
Category
Article
ISSN
0036-1399

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The method of Kramers is generalized for arbitrary (Markovian and continuous) metastable systems with isolated transition points. The result for the transition rate is shown to coincide with that obtained from the mean first passage time. This second method, which holds for more general sets of tran