Exact finite-dimensional nonlinear filters
- 1 July 1986
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Automatic Control
- Vol. 31 (7) , 616-622
- https://doi.org/10.1109/tac.1986.1104344
Abstract
No abstract availableThis publication has 18 references indexed in Scilit:
- Exact finite dimensional nonlinear filtersPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1985
- Exact finite dimensional nonlinear filters for continuous time processes with discrete time measurementsPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1984
- On the tightness of some error bounds for the nonlinear filtering problemIEEE Transactions on Automatic Control, 1984
- The Fokker-Planck EquationPublished by Springer Nature ,1984
- Explicit filters for diffusions with certain nonlinear drifts†Stochastics, 1982
- Nonlinear Filtering Formulas for Discrete-Time ObservationsSIAM Journal on Control and Optimization, 1981
- Group invariance methods in nonlinear filtering of diffusion processesPublished by Institute of Electrical and Electronics Engineers (IEEE) ,1980
- A classification of the second order degenerate elliptic operators and its probabilistic characterizationProbability Theory and Related Fields, 1974
- Stochastic Differential EquationsPublished by Springer Nature ,1972
- Analysis of nonlinear stochastic systems by means of the Fokker–Planck equation†International Journal of Control, 1969