A simple asymptotically optimal filter over an infinite horizon.
Chigansky, P. ; Liptser, R. ; Bobrovsky, B.Z.
Journal of Applied Mathematics and Stochastic Analysis, Tome 14 (2001), p. 93-112 / Harvested from The Electronic Library of Mathematics
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Publié le : 2001-01-01
DOI : https://doi.org/10.1155/S1048953301000089
EUDML-ID : urn:eudml:doc:49091 
@article{01652602,
     title = {A simple asymptotically optimal filter over an infinite horizon.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {14},
     year = {2001},
     pages = {93-112},
     doi = {10.1155/S1048953301000089},
     zbl = {0981.60042},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01652602}
}

Chigansky, P.; Liptser, R.; Bobrovsky, B.Z. A simple asymptotically optimal filter over an infinite horizon.. Journal of Applied Mathematics and Stochastic Analysis, Tome 14 (2001) pp. 93-112. doi : 10.1155/S1048953301000089. http://gdmltest.u-ga.fr/item/01652602/