Nonlinear Filtering problem with contamination

@article{citeulike:1669901, abstract = {We give an approximation for optimal filtering estimates of diffusion type signal and observation under contamination affecting their drifts. The method of analysis is based on the averaging principle and convergence in the total variation for distributions of signal and observation.}, author = {Kleptsina, M. and Serebrovski, A. and Liptser, R. }, citeulike-article-id = {1669901}, journal = {The Annals of Applied Probability}, keywords = {filtering}, number = {4}, pages = {917--934}, posted-at = {2007-09-18 18:29:05}, priority = {2}, title = {Nonlinear Filtering problem with contamination}, url = {http://citeseer.ist.psu.edu/kleptsina97nonlinear.html}, volume = {7}, year = {1997} }

TY - JOUR ID - citeulike:1669901 L3 - citeulike-article-id:1669901 TI - Nonlinear Filtering problem with contamination JF - The Annals of Applied Probability VL - 7 IS - 4 SP - 917 EP - 934 N2 - We give an approximation for optimal filtering estimates of diffusion type signal and observation under contamination affecting their drifts. The method of analysis is based on the averaging principle and convergence in the total variation for distributions of signal and observation. KW - filtering AU - Kleptsina, M AU - Serebrovski, A AU - Liptser, R PY - 1997/// UR - http://citeseer.ist.psu.edu/kleptsina97nonlinear.html ER -