An Approximation to Optimal Nonlinear Filtering with Discontinuous Observations

Publisher Website

1 January 1981

book chapter
Published by Springer Nature

p. 583-590
https://doi.org/10.1007/978-94-009-8546-9_30

Abstract

No abstract available

Keywords

This publication has 4 references indexed in Scilit:

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Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrage
Advances in Applied Probability, 1977
Estimation and decision for observations derived from martingales: Part I, Representations
IEEE Transactions on Information Theory, 1976
Martingales on Jump Processes. I: Representation Results
SIAM Journal on Control, 1975