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Printed book
Three robustness results for the nonlinear filtering problem
Year: 1996
Language: English
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Three Robustness Results for the Nonlinear Filtering Problem
We show three different robustness resultswith respect to the modelling of the system process for the optimal filter in the classical nonlinear filtering problem. More precisely it is shown that if the system process is given by a markovian SDE, then under rather strict assumptions, the optimal
Year: 1996
Language: English
