Publications

2001
Chigansky, P., Liptser, R., & Bobrovsky, B. Z. . (2001). A simple asymptotically optimal filter over an infinite horizon. In J. Appl. Math. Stochastic Anal. (Vol. 14, pp. 93–112). doi:10.1155/S1048953301000089 Publisher's Version
1998
Liptser, R., & Chigansky, P. . (1998). Filtering with a limiter (improved performance). J. Appl. Math. Stochastic Anal., 11, 289–300. doi:10.1155/S1048953398000240 Publisher's Version