Nonlinear filtering with signal dependent observation noise.

Crisan, Dan, Kouritzin, Michael A., and Xiong, Jie. "Nonlinear filtering with signal dependent observation noise.." Electronic Journal of Probability [electronic only] 14 (2009): 1863-1883. <http://eudml.org/doc/230882>.

@article{Crisan2009,
author = {Crisan, Dan, Kouritzin, Michael A., Xiong, Jie},
journal = {Electronic Journal of Probability [electronic only]},
keywords = {nonlinear filtering; Ornstein Uhlenbeck noise; signal-dependent noise},
language = {eng},
pages = {1863-1883},
publisher = {University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham},
title = {Nonlinear filtering with signal dependent observation noise.},
url = {http://eudml.org/doc/230882},
volume = {14},
year = {2009},
}

TY - JOUR
AU - Crisan, Dan
AU - Kouritzin, Michael A.
AU - Xiong, Jie
TI - Nonlinear filtering with signal dependent observation noise.
JO - Electronic Journal of Probability [electronic only]
PY - 2009
PB - University of Washington, Department of Mathematics, Seattle, WA; Duke University, Department of Mathematics, Durham
VL - 14
SP - 1863
EP - 1883
LA - eng
KW - nonlinear filtering; Ornstein Uhlenbeck noise; signal-dependent noise
UR - http://eudml.org/doc/230882
ER -