ON SOME SINGULAR PERTURBATION METHODS IN NONLINEAR FILTERING.

Alain Bensoussan

doi:10.1109/CDC.1986.267099

ON SOME SINGULAR PERTURBATION METHODS IN NONLINEAR FILTERING.

Alain Bensoussan

Research output: Journal Publications and Reviews › RGC 22 - Publication in policy or professional journal

Abstract

The author presents an analytic approach to derive estimates for approximate filters in the case of high signal-to-noise ratio. The results were previously proved using probabilistic methods. The analytic technique is more elementary. A presentation is made of the theory in the scalar case, but the method carries over to the vector case.

Original language	English
Pages (from-to)	1395-1396
Journal	Proceedings of the IEEE Conference on Decision and Control
DOIs	https://doi.org/10.1109/CDC.1986.267099
Publication status	Published - 1986
Externally published	Yes

Access Output

10.1109/CDC.1986.267099

Other Access Options

Check CityUHK Library

Permanent Link

Right click to copy link

Cite this

@article{6ffb613e861b4d39849acf7c042bc8c7,

title = "ON SOME SINGULAR PERTURBATION METHODS IN NONLINEAR FILTERING.",

abstract = "The author presents an analytic approach to derive estimates for approximate filters in the case of high signal-to-noise ratio. The results were previously proved using probabilistic methods. The analytic technique is more elementary. A presentation is made of the theory in the scalar case, but the method carries over to the vector case.",

author = "Alain Bensoussan",

year = "1986",

doi = "10.1109/CDC.1986.267099",

language = "English",

pages = "1395--1396",

journal = "Proceedings of the IEEE Conference on Decision and Control",

issn = "0191-2216",

publisher = "IEEE",

}

TY - JOUR

T1 - ON SOME SINGULAR PERTURBATION METHODS IN NONLINEAR FILTERING.

AU - Bensoussan, Alain

PY - 1986

Y1 - 1986

N2 - The author presents an analytic approach to derive estimates for approximate filters in the case of high signal-to-noise ratio. The results were previously proved using probabilistic methods. The analytic technique is more elementary. A presentation is made of the theory in the scalar case, but the method carries over to the vector case.

AB - The author presents an analytic approach to derive estimates for approximate filters in the case of high signal-to-noise ratio. The results were previously proved using probabilistic methods. The analytic technique is more elementary. A presentation is made of the theory in the scalar case, but the method carries over to the vector case.

UR - https://www.scopus.com/pages/publications/0023005227

UR - https://www.scopus.com/record/pubmetrics.uri?eid=2-s2.0-0023005227&origin=recordpage

U2 - 10.1109/CDC.1986.267099

DO - 10.1109/CDC.1986.267099

M3 - RGC 22 - Publication in policy or professional journal

SN - 0191-2216

SP - 1395

EP - 1396

JO - Proceedings of the IEEE Conference on Decision and Control

JF - Proceedings of the IEEE Conference on Decision and Control

ER -

ON SOME SINGULAR PERTURBATION METHODS IN NONLINEAR FILTERING.

Abstract

Access Output

Other Access Options

Permanent Link

Other Files and Links

Fingerprint

Cite this