You are viewing a javascript disabled version of the site. Please enable Javascript for this site to function properly.
Go to headerGo to navigationGo to searchGo to contentsGo to footer
In content section. Select this link to jump to navigation

Singular perturbations in the linear filtering with small observation noise

Article type: Research Article

Authors: Marchetti, Charles;

Affiliations: 199 avenue des Chartreux, 13004 Marseille, France

Note: [] Correspondence to: C. Marchetti, 199 avenue des Chartreux, 13004 Marseille, France.

Note: [] This work was done while the author was with Cap Sesa Defense and Directions des Constructions Navales C.E.S.D.A. at Toulon.

Abstract: We consider the linear filtering problem with a small observation noise. We approximate the signal and its estimation with asymptotic expansions (see [6] and [7]).

DOI: 10.3233/ASY-1994-9405

Journal: Asymptotic Analysis, vol. 9, no. 4, pp. 381-395, 1994

Received 4 December 1992
|
Published: 1994
Price: EUR 27.50
Show more