The Anatomy of a Low-Noise Jump Filter: Part I-Reference-Cited by-同舟云学术

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The Anatomy of a Low-Noise Jump Filter: Part I

Published:1991 Issue: Volume: Page:111-124
ISSN:
Container-title:Stochastic Analysis
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Author:

Clark J.M.C.

Publisher

Elsevier

Reference8 articles.

1. Asymptotic a priori estimates for the error in the nonlinear filtering problem;Bobrovsky;IEEE Trans. Inform. Th.,1982

2. D. Ji, Asymptotic Analysis of Nonlinear Filtering Problems, Ph. Thesis, Brown University 1988.

3. Asymptotic analysis of the optimal filtering problem for one-dimensional diffusions measured in a low noise channel;Katzur;SIAM J. Appl. Math.,1984

4. H.J. Kushner, Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems, Birkhauser Boston 1990.

5. Nonlinear filtering of one-dimensional diffusions in the case of a high signal-to-noise ratio;Picard;SIAM J. Appl. Math.,1986

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The detection and estimation of the change point in a disccrete-time stochastic system;Stochastic Analysis and Applications;1999-01

2. Discussion of the Paper by Lai;Journal of the Royal Statistical Society: Series B (Methodological);1995-11

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