Stochastic filtering theory: A discussion of concepts, methods, and results
- 1 January 1979
- book chapter
- Published by Springer Nature
- p. 209-226
- https://doi.org/10.1007/bfb0009383
Abstract
No abstract availableKeywords
This publication has 28 references indexed in Scilit:
- Processus ponctuels et martingales: résultats récents sur la modélisation et le filtrageAdvances in Applied Probability, 1977
- Un théorème de représentation pour les martingales discontinuesProbability Theory and Related Fields, 1976
- How to track a swarm of fireflies by observing their flashes (Corresp.)IEEE Transactions on Information Theory, 1975
- Martingales on Jump Processes. I: Representation ResultsSIAM Journal on Control, 1975
- The Martingale Theory of Point Processes Over the Real Half Line Admitting an IntensityPublished by Springer Nature ,1975
- A view of three decades of linear filtering theoryIEEE Transactions on Information Theory, 1974
- Asymptotic behavior of the nonlinear filtering errors of Markov processesJournal of Multivariate Analysis, 1971
- The innovations approach to detection and estimation theoryProceedings of the IEEE, 1970
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961
- A New Approach to Linear Filtering and Prediction ProblemsJournal of Basic Engineering, 1960