Geodesic
Approximation approach for nonlinear filtering problem with time dependent noises. I. Conditionally optimal filter in the minimum mean square sense
Kybernetika, Tome 33 (1997) no. 4, pp. 409-425.

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Classification : 93C10, 93C55, 93C99, 93E11, 93E25 
@article{KYB_1997__33_4_a4,
     author = {Hoang, S. and Nguyen, T. L. and Baraille, R. and Talagrand, O.},
     title = {Approximation approach for nonlinear filtering problem with time dependent noises. {I.} {Conditionally} optimal filter in the minimum mean square sense},
     journal = {Kybernetika},
     pages = {409--425},
     publisher = {mathdoc},
     volume = {33},
     number = {4},
     year = {1997},
     mrnumber = {1471386},
     zbl = {0910.93077},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1997__33_4_a4/}
}
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Hoang, S.; Nguyen, T. L.; Baraille, R.; Talagrand, O. Approximation approach for nonlinear filtering problem with time dependent noises. I. Conditionally optimal filter in the minimum mean square sense. Kybernetika, Tome 33 (1997) no. 4, pp. 409-425. http://geodesic.mathdoc.fr/item/KYB_1997__33_4_a4/