On optimal nonlinear estimation part I: Continuous observation

• 1 January 1973
• journal article
• Published by Elsevier in Information Sciences
• Vol. 6, 19-32
• https://doi.org/10.1016/0020-0255(73)90025-x

Abstract

Keywords

• WHITE NOISE
• OPTIMAL CONTROL
• CONTROL THEORY
• PROBABILITY DENSITY FUNCTIONS
• ESTIMATING
• SIGNAL PROCESSING
• OBSERVATION
• MATHEMATICAL MODELS
• RANDOM PROCESSES