Some Large Deviation Asymptotics in Small Noise Filtering Problems
نویسندگان
چکیده
Related DatabasesWeb of Science You must be logged in with an active subscription to view this.Article DataHistorySubmitted: 10 June 2021Accepted: 28 November 2021Published online: February 2022KeywordsLaplace asymptotics, large deviation principle, nonlinear filtering, small observation and signal noise, minimum energy estimate, 4DVARAMS Subject Headings60F10, 60G35, 93E11Publication DataISSN (print): 0363-0129ISSN (online): 1095-7138Publisher: Society for Industrial Applied MathematicsCODEN: sjcodc
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ژورنال
عنوان ژورنال: Siam Journal on Control and Optimization
سال: 2022
ISSN: ['0363-0129', '1095-7138']
DOI: https://doi.org/10.1137/21m142616x