A bound approach to asymptotic optimality in non-linear filtering of diffusion processes.
Lahcen SaydyGilmer L. BlankenshipPublished in: Autom. (1989)
Keyphrases
- diffusion processes
- asymptotic optimality
- asymptotically optimal
- diffusion process
- partial differential equations
- anisotropic diffusion
- denoising
- sufficient conditions
- information diffusion
- flowshop
- arrival rate
- diffusion equation
- filtering method
- total variation
- filtering algorithm
- noise removal
- lower bound
- image analysis
- scale spaces
- call center
- social networks
- wavelet transform
- special case
- supply chain
- nonlinear diffusion
- optimal policy
- medical images