A Singular Perturbation Method for the Computation of the Mean First Passage Time in a Nonlinear Filter
- 1 February 1982
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Applied Mathematics
- Vol. 42 (1), 174-187
- https://doi.org/10.1137/0142014
Abstract
No abstract availableKeywords
This publication has 14 references indexed in Scilit:
- Singular Perturbation Methods in Stochastic Differential Equations of Mathematical PhysicsSIAM Review, 1980
- The Exit Problem: A New Approach to Diffusion Across Potential BarriersSIAM Journal on Applied Mathematics, 1979
- Statistics of Random Processes IIPublished by Springer Nature ,1978
- Theory of phase tracking systems of arbitrary order: Statistics of cycle slips and probability distribution of the state vectorIEEE Transactions on Information Theory, 1978
- The Exit Problem for Randomly Perturbed Dynamical SystemsSIAM Journal on Applied Mathematics, 1977
- Phase Slipping in Phase-Locked Loop Configurations That Track Biphase or Quadriphase Modulated CarriersIEEE Transactions on Communications, 1972
- Simplified Formula for Mean Cycle-Slip Time of Phase-Locked Loops With Steady-State Phase ErrorIEEE Transactions on Communications, 1972
- A Ray Method for the Asymptotic Solution of the Diffusion EquationIMA Journal of Applied Mathematics, 1967
- Dynamical equations for optimal nonlinear filteringJournal of Differential Equations, 1967
- Unlock Characteristics of the Optimum Type II Phase-Locked LoopIEEE Transactions on Aerospace and Navigational Electronics, 1964