Efficiency of an approximate filter for a particular class of nonlinear diffusions with observations corrupted by small noise. - Paula Milheiro de Oliveira; Jean Picard (CDC, 2000)

Approximate Nonlinear Filtering for a Two-Dimensional Diffusion with One-Dimensional Observations in a Low Noise Channel. - Paula Milheiro de Oliveira; Jean Picard (SIAM J. Control. Optim., 2003)