@conference {
	title = {Nonlinear Filtering and Large Deviations},
	author = {James, Matthew R., Baras, John S.},
	year = {1987},
	month = {12/1987},
	abstract = {We consider the nonlinear filtering problem dx~= f(x)dt + (~∈~)dw, dy = h(x)dt + (~∈~)^1/2 dv, and obtain lim ~∈~-\&gt;0 log q^t (x,t) = -W (x, t) for unnormalised conditional densities q{\textquoteright}(x, t) using PDE methods. Here, W(x,t) is the value function for a deterministic optimal control problem arising in Mortensen{\textquoteright}s deterministic estimation, and is the unique viscosity solution of a Hamilton-Jacobi-Bellman equation.},
	address = {Los Angeles, California},
	booktitle = {The 26th IEEE Conference on Decision and Control},
	pages = {pp. 1588-1589}
}
