Mefi (Czechia)

Efficiency of the Extended Kalman Filter for Nonlinear Systems with Small Noise

Jean Picard · SIAM Journal on Applied Mathematics · 1991 · 75 citations

State Estimation, Small Noise, Nonlinear System Identification +12

Nonlinear Filtering of One-Dimensional Diffusions in the Case of a High Signal-to-Noise Ratio

Jean Picard · SIAM Journal on Applied Mathematics · 1986 · 64 citations

Nonlinear Filtering, Engineering, High Signal-to-noise Ratio +17

MLE for partially observed diffusions: direct maximization vs. the em algorithm

Fabien Campillo, François Le Gland · Stochastic Processes and their Applications · 1989 · 57 citations

Observed Diffusions, Em Algorithm, Engineering +9

Time-discretization of the zakai equation for diffusion processes observed in correlated noise

Patrick Florchinger, François Le Gland · Stochastics and stochastics reports · 1991 · 56 citations

Numerical Analysis, Engineering, Diffusion Processes +18

Approximation of Upper Lyapunov Exponents of Bilinear Stochastic Differential Systems

Denis Talay · SIAM Journal on Numerical Analysis · 1991 · 48 citations

Spectral Theory, Mathematical Programming, Numerical Analysis +13