Dynamical equations for optimal nonlinear filtering
- 1 April 1967
- journal article
- Published by Elsevier in Journal of Differential Equations
- Vol. 3 (2) , 179-190
- https://doi.org/10.1016/0022-0396(67)90023-x
Abstract
No abstract availableThis publication has 8 references indexed in Scilit:
- A New Representation for Stochastic Integrals and EquationsSIAM Journal on Control, 1966
- On the Convergence of Ordinary Integrals to Stochastic IntegralsThe Annals of Mathematical Statistics, 1965
- Nonlinear filtering theoryIEEE Transactions on Automatic Control, 1965
- On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theoryJournal of Mathematical Analysis and Applications, 1964
- Some Applications of Stochastic Differential Equations to Optimal Nonlinear FilteringJournal of the Society for Industrial and Applied Mathematics Series A Control, 1964
- New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 1961
- Conditional Markov ProcessesTheory of Probability and Its Applications, 1960
- Continuous Markov processes and stochastic equationsRendiconti del Circolo Matematico di Palermo Series 2, 1955