NONLINEAR FILTERING PROBLEM WITH CONTAMINATION
成果类型：
Article
署名作者：
Kleptsina, M. L.; Liptser, R. Sh; Serebrovski, A. P.
署名单位：
Russian University of Transport; Tel Aviv University
刊物名称：
ANNALS OF APPLIED PROBABILITY
ISSN/ISSBN：
1050-5164
发表日期：
1997
页码：
917-934
关键词：
摘要：
We give an approximation for optimal filtering estimates of a diffusion type signal and its observation under contamination affecting their drifts. The method of analysis is based on the averaging principle and convergence in total variation for distributions of signal and observation.