On measure transformations for combined filtering and parameter estimation in discrete time
- 31 July 1982
- journal article
- Published by Elsevier in Systems & Control Letters
- Vol. 2 (1) , 57-62
- https://doi.org/10.1016/s0167-6911(82)80044-3
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Exact finite-dimensional filters for certain diffusions with nonlinear driftStochastics, 1981
- On the optimal filtering of diffusion processesProbability Theory and Related Fields, 1969
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960