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Approximate Nonlinear Filtering for a Two-Dimensional Diffusion with One-Dimensional Observations in a Low Noise Channel

✍ Scribed by de Oliveira, Paula Milheiro; Picard, Jean

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On some finite dimensional nonlinear fil

✍ Ofer Zeitouni 📂 Article 📅 1986 🏛 Elsevier Science 🌐 English ⚖ 146 KB

Asymptotic Analysis of the Optimal Filte

✍ Katzur, R.; Bobrovsky, B. Z.; Schuss, Z. 📂 Article 📅 1984 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 938 KB

Existence of a smooth density for the fi

✍ Patrick Florchinger 📂 Article 📅 1991 🏛 Elsevier Science 🌐 English ⚖ 356 KB

Two dimensional versus one dimensional b

✍ V. Ruiz Barlett; M. Hoyuelos; H.O. Mártin 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 916 KB

A semiclassical approximation for the no

✍ A. V. Borisov; A. Yu. Trifonov; A. V. Shapovalov 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 311 KB

A one-dimensional lattice-gas model for

✍ A. Tarasenko; L. Jastrabík 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 735 KB