On the Linear-Exponential Filtering Problem for General Gaussian Processes. - Marina L. Kleptsyna; Alain Le Breton; Michel Viot (SIAM J. Control. Optim., 2008)

Risk sensitive and LEG filtering problems are not equivalent. - Marina L. Kleptsyna; Alain Le Breton; Michel Viot (Syst. Control. Lett., 2010)

Kalman type filter under stationary noises. - Alexandre Brouste; Marina L. Kleptsyna (Syst. Control. Lett., 2012)

Asymptotic Accuracy in Estimation of a Fractional Signal in a Small White Noise. - Marina L. Kleptsyna; Dmytro A. Marushkevych; Pavel Yu. Chigansky (Autom. Remote. Control., 2020)

Linear Filtering with Fractional Noises: Large Time and Small Noise Asymptotics. - Danielle Afterman; Pavel Chigansky; Marina L. Kleptsyna; Dmytro A. Marushkevych (SIAM J. Control. Optim., 2022)