Filtering with a limiter (improved performance).

Liptser, R., and Muzhikanov, P.. "Filtering with a limiter (improved performance).." Journal of Applied Mathematics and Stochastic Analysis 11.3 (1998): 289-300. <http://eudml.org/doc/48336>.

@article{Liptser1998,
author = {Liptser, R., Muzhikanov, P.},
journal = {Journal of Applied Mathematics and Stochastic Analysis},
keywords = {filter; asymptotic; variance; optimal},
language = {eng},
number = {3},
pages = {289-300},
publisher = {Hindawi Publishing Corporation, New York},
title = {Filtering with a limiter (improved performance).},
url = {http://eudml.org/doc/48336},
volume = {11},
year = {1998},
}

TY - JOUR
AU - Liptser, R.
AU - Muzhikanov, P.
TI - Filtering with a limiter (improved performance).
JO - Journal of Applied Mathematics and Stochastic Analysis
PY - 1998
PB - Hindawi Publishing Corporation, New York
VL - 11
IS - 3
SP - 289
EP - 300
LA - eng
KW - filter; asymptotic; variance; optimal
UR - http://eudml.org/doc/48336
ER -