New exact nonlinear filters with large Lie algebras
- 28 February 1985
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 5 (4) , 217-221
- https://doi.org/10.1016/0167-6911(85)90012-x
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- On lie algebras and finite dimensional filteringStochastics, 1982
- Exact finite-dimensional filters for certain diffusions with nonlinear driftStochastics, 1981
- On a multiplicative functional transformation arising in nonlinear filtering theoryProbability Theory and Related Fields, 1980
- On the optimal filtering of diffusion processesProbability Theory and Related Fields, 1969
- Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation ErrorsThe Annals of Mathematical Statistics, 1968