## Abstract

We give an approximation for optimal filtering estimates of a diffusion type signal and its observation under contamination affecting their drifts. The method of analysis is based on the averaging principle and convergence in total variation for distributions of signal and observation.

## Full Text

Sign-in/Register to access full text options

### Topics from this Paper

- Convergence In Total Variation
- Nonlinear Filtering Problem
- Convergence In Variation
- Method Of Analysis
- Estimates Of Signal + Show 5 more

Create a personalized feed of these topics

Get Started#### Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call### Similar Papers

Absolute continuity and convergence of densities for random vectors on Wiener chaos

- Electronic Journal of Probability
- Jan 1, 2013

Relevant

Not Relevant

Characterization of the convergence in total variation and extension of the Fourth Moment Theorem to invariant measures of diffusions

- Bernoulli
- May 1, 2018

Relevant

Not Relevant

Distribution estimation consistent in total variation and in two types of information divergence

- IEEE Transactions on Information Theory
- Jan 1, 1992

Relevant

Not Relevant

Stochastic annealing for nearest-neighbour point processes with application to object recognition

- Advances in Applied Probability
- Jun 1, 1994

Relevant

Not Relevant

Stochastic annealing for nearest-neighbour point processes with application to object recognition

- Advances in Applied Probability
- Jun 1, 1994

Relevant

Not Relevant

On the maximal achievable accuracy in nonlinear filtering problems

- IEEE Transactions on Automatic Control
- Jan 1, 1988

Relevant

Not Relevant

Continuity Properties of Value Functions in Information Structures for Zero-Sum and General Games and Stochastic Teams

- SIAM Journal on Control and Optimization
- Mar 9, 2023

Relevant

Not Relevant

Robustness to Incorrect System Models in Stochastic Control and Application to Data-Driven Learning

- Dec 1, 2018

Relevant

Not Relevant

Stationary regimes for inventory processes

- Stochastic Processes and their Applications
- Mar 1, 1995

Relevant

Not Relevant

Continuity Properties of Value Functions in Information Structures for Stochastic Team Problems and Zero-Sum and General Games

- Dec 14, 2021

Relevant

Not Relevant

Centered Sobolev inequality and exponential convergence in Φ-entropy

- Statistics & Probability Letters
- May 1, 2019

Relevant

Not Relevant

Convergence in Law Implies Convergence in Total Variation for Polynomials in Independent Gaussian, Gamma or Beta Random Variables

- Progress in Probability
- Jan 1, 2016

Relevant

Not Relevant

Robustness to Incorrect Priors in Infinite Horizon Stochastic Control

- Dec 1, 2018

Relevant

Not Relevant

Multivariate normal approximation for traces of random unitary matrices

- The Annals of Probability
- Nov 1, 2021

Relevant

Not Relevant

Local Limit Theorems for Densities in Orlicz Spaces

- Journal of Mathematical Sciences
- Aug 17, 2019

Relevant

Not Relevant

READ MORE FROM

### The Annals of Applied Probability

Strong error bounds for the convergence to its mean field limit for systems of interacting neurons in a diffusive scaling

Open Access

- The Annals of Applied Probability
- Oct 1, 2023

Relevant

Not Relevant

Utility maximization with ratchet and drawdown constraints on consumption in incomplete semimartingale markets

Open Access

- The Annals of Applied Probability
- Oct 1, 2023

Relevant

Not Relevant

Hydrodynamic limit for the Kob–Andersen model

Open Access

- The Annals of Applied Probability
- Oct 1, 2023

Relevant

Not Relevant

Gaussian concentration bounds for stochastic chains of unbounded memory

Open Access

- The Annals of Applied Probability
- Oct 1, 2023

Relevant

Not Relevant

A spatial measure-valued model for chemical reaction networks in heterogeneous systems

Open Access

- The Annals of Applied Probability
- Oct 1, 2023

Relevant

Not Relevant

Stochastic nonlinear Schrödinger equations in the defocusing mass and energy critical cases

- The Annals of Applied Probability
- Oct 1, 2023

Relevant

Not Relevant

Vector-valued statistics of binomial processes: Berry–Esseen bounds in the convex distance

Open Access

- The Annals of Applied Probability
- Oct 1, 2023

Relevant

Not Relevant

Construction of Boltzmann and McKean–Vlasov type flows (the sewing lemma approach)

Open Access

- The Annals of Applied Probability
- Oct 1, 2023

Relevant

Not Relevant

General diffusion processes as limit of time-space Markov chains

Open Access

- The Annals of Applied Probability
- Oct 1, 2023

Relevant

Not Relevant

Large deviation principle for geometric and topological functionals and associated point processes

Open Access

- The Annals of Applied Probability
- Oct 1, 2023

Relevant

Not Relevant