Stochastic Systems

Filtering singularly perturbed diffusion processes based on discrete-continuous observations

N. E. Navarova, Yu. V. Orlov

Institute of Control Sciences, Russian Academy of Sciences

UDC: 519.218.82

MSC: Primary 93E11; Secondary 60G35


Received: 16.12.1992

 English version: Automation and Remote Control, 1993, 54:11, 1649–1657

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