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Problemy Peredachi Informatsii, 1996, Volume 32, Issue 2, Pages 45–53
(Mi ppi336)
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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
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
Linking options:
https://www.mathnet.ru/eng/ppi336 https://www.mathnet.ru/eng/ppi/v32/i2/p45
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Abstract page: | 190 | Full-text PDF : | 84 |
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