Robustness of the nonlinear filter: The correlated case

Stochastic Processes and their Applications

Volumn 97, Issue 1, 2002, Pages 41-58

  Bhatt, Abhay G ^a   Karandikar, Rajeeva L ^a  

^a INDIAN STATISTICAL INSTITUTE   (India)

Author keywords

Correlated signal and noise; Nonlinear filtering; Pathwise formulae for SDE; Robustness

Indexed keywords

EID: 0142104685     PISSN: 03044149     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4149(01)00121-1     Document Type: Article

References (17)

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