Nonlinear Filtering with Homogenization.
| dc.contributor.author | Bensoussan, Alain | en_US |
| dc.contributor.author | Blankenehip, Gilmer L. | en_US |
| dc.contributor.department | ISR | en_US |
| dc.date.accessioned | 2007-05-23T09:34:10Z | |
| dc.date.available | 2007-05-23T09:34:10Z | |
| dc.date.issued | 1985 | en_US |
| dc.description.abstract | The Problem of nonlinear filtering is studied for a class of diffusions whose statistics depend periodically on the process state and a small parameter EPSILON. The problem exhibits a homogenization property as EPSILON DOWN-ARROW. | en_US |
| dc.format.extent | 590950 bytes | |
| dc.format.mimetype | application/pdf | |
| dc.identifier.uri | http://hdl.handle.net/1903/4394 | |
| dc.language.iso | en_US | en_US |
| dc.relation.ispartofseries | ISR; TR 1985-20 | en_US |
| dc.title | Nonlinear Filtering with Homogenization. | en_US |
| dc.type | Technical Report | en_US |
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