An Introduction to Nonlinear Filtering
- 1 January 1981
- book chapter
- Published by Springer Nature
Abstract
No abstract availableKeywords
This publication has 8 references indexed in Scilit:
- Stochastic Filtering TheoryPublished by Springer Nature ,1980
- Calcul Stochastique et Problèmes de MartingalesLecture Notes in Mathematics, 1979
- An alternative approach to nonlinear filteringStochastic Processes and their Applications, 1978
- Statistics of Random Processes IPublished by Springer Nature ,1977
- Stochastic Differential EquationsPublished by Springer Nature ,1972
- On the optimal filtering of diffusion processesProbability Theory and Related Fields, 1969
- An innovations approach to least-squares estimation--Part I: Linear filtering in additive white noiseIEEE Transactions on Automatic Control, 1968
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961