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Avtomatika i Telemekhanika, 1993, Issue 11, Pages 88–99 (Mi at3045)  
Stochastic Systems

Filtering singularly perturbed diffusion processes based on discrete-continuous observations

N. E. Navarova, Yu. V. Orlov

Institute of Control Sciences, Russian Academy of Sciences
Full-text PDF (1831 kB)

Received: 16.12.1992
Bibliographic databases:
Document Type: Article
UDC: 519.218.82
MSC: Primary 93E11; Secondary 60G35
Language: Russian
Citation: N. E. Navarova, Yu. V. Orlov, “Filtering singularly perturbed diffusion processes based on discrete-continuous observations”, Avtomat. i Telemekh., 1993, no. 11, 88–99; Autom. Remote Control, 54:11 (1993), 1649–1657
Citation in format AMSBIB
\Bibitem{NavOrl93}
\by N.~E.~Navarova, Yu.~V.~Orlov
\paper Filtering singularly perturbed diffusion processes based on discrete-continuous observations
\jour Avtomat. i Telemekh.
\yr 1993
\issue 11
\pages 88--99
\mathnet{http://mi.mathnet.ru/at3045}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1263570}
\zmath{https://zbmath.org/?q=an:0825.93962}
\transl
\jour Autom. Remote Control
\yr 1993
\vol 54
\issue 11
\pages 1649--1657
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