Piecewise Linear Filtering

This publication has 4 references indexed in Scilit:

• Uniqueness for diffusions with piecewise constant coefficients
  Probability Theory and Related Fields, 1987
• Filtering formulae for partially observed linear systems with non-gaussian initial conditions
  Stochastics, 1986
• Robustesse de la solution des problemes de filtrage avec bruit blanc independant †
  Stochastics, 1984
• Estimation and control for linear, partially observable systems with non-gaussian initial distribution
  Stochastic Processes and their Applications, 1983