Efficiency of an approximate filter for a particular class of nonlinear diffusions with observations corrupted by small noise

Paula Milheiro de Oliveira, Jean Picard. Efficiency of an approximate filter for a particular class of nonlinear diffusions with observations corrupted by small noise. In 39th IEEE Conference on Decision and Control, CDC 2000, Sydney, Australia, December 12-15, 2000. pages 1599-1601, IEEE, 2000. [doi]

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