“…In section 4.3 we present an alternative approach to approximate a continuous time filtering problem. This approach is based on a commonly used time discretization procedure (see for instance [82,74,76,58,90] and [92,94,93,108]). We shall see that the resulting discrete time model has the same form as in (8) and it also characterizes the evolution in time of the optimal filter for a suitably defined discrete time filtering problem.…”