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Problemy Peredachi Informatsii, 1996, Volume 32, Issue 2, Pages 45–53 (Mi ppi336)  

Methods of Signal Processing

On the Averaging Principle for Nonlinear Filtering Problems with Random Contamination

M. L. Kleptsyna, A. P. Serebrovskii
Abstract: The averaging principle for the family of optimal filtering estimates is proved for the case of diffusion-type signal and observation under rapidly oscillating contamination affecting their drift coefficients.
Received: 07.12.1994
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.2
Language: Russian
Citation: M. L. Kleptsyna, A. P. Serebrovskii, “On the Averaging Principle for Nonlinear Filtering Problems with Random Contamination”, Probl. Peredachi Inf., 32:2 (1996), 45–53; Problems Inform. Transmission, 32:2 (1996), 176–183
Citation in format AMSBIB
\Bibitem{KleSer96}
\by M.~L.~Kleptsyna, A.~P.~Serebrovskii
\paper On the Averaging Principle for Nonlinear Filtering Problems with Random Contamination
\jour Probl. Peredachi Inf.
\yr 1996
\vol 32
\issue 2
\pages 45--53
\mathnet{http://mi.mathnet.ru/ppi336}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=1441738}
\zmath{https://zbmath.org/?q=an:0898.60051}
\transl
\jour Problems Inform. Transmission
\yr 1996
\vol 32
\issue 2
\pages 176--183
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    Проблемы передачи информации Problems of Information Transmission
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