On the nice behaviour of the Gaussian projection filter with small observation noise

Damiano Brigo، نويسنده ,

ماهنامه با شماره پیاپی سال 1995

8

363

370

Nonlinear filtering , Gaussian projection filter , Stochastic differential equations , Small observationnoise , Gaussian assumed density filter , asymptotic analysis

Systems and Control Letters

1995

Systems and Control Letters

141237