Nonlinear filtering and large deviations:a pde-control theoretic approach
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Publisher
Informa UK Limited
Link
http://www.tandfonline.com/doi/pdf/10.1080/17442508808833500
Reference13 articles.
1. Baras, J. S. and Krishnaprasad, P.S. Dec 1982.Dyamic Observers as asympotic limits of recursive filters, Dec, 1126–1127. Orlando, Florida: IEEE Proc 21st CDC.
2. Dynamic Observers as Asymptotic Limits of Recursive Filters: Special Cases,
3. Two approximations of solutions of Hamilton-Jacobi equations
4. Some properties of viscosity solutions of Hamilton-Jacobi equations
5. A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
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