Preprint
Oct 2026
A Second-Order Asymptotic Expansion for Nonlinear Filtering in the Lorenz--63 System
A challenge in nonlinear filtering is to incorporate nonlinear effects into approximations of the conditional mean while retaining a finite-dimensional recursive algorithm. We derive a second-order asymptotic expansion of the filtering mean with respect to the system-noise intensity. We apply this expansion to the Lore...
Masahiro Kurisaki, Kota Takeda
· 1 citation