RUS  ENG
Full version
JOURNALS // Problemy Peredachi Informatsii // Archive
Probl. Peredachi Inf., 1996 Volume 32, Issue 2, Pages 45–53 (Mi ppi336)
Methods of Signal Processing

On the Averaging Principle for Nonlinear Filtering Problems with Random Contamination

M. L. Kleptsyna, A. P. Serebrovskii


Abstract: The averaging principle for the family of optimal filtering estimates is proved for the case of diffusion-type signal and observation under rapidly oscillating contamination affecting their drift coefficients.

UDC: 621.391.1:519.2

Received: 07.12.1994


 English version: Problems of Information Transmission, 1996, 32:2, 176–183

Bibliographic databases:

© Steklov Math. Inst. of RAS, 2025