Nonlinear Filtering Formulas for Discrete-Time Observations
- 1 March 1981
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Control and Optimization
- Vol. 19 (2) , 244-261
- https://doi.org/10.1137/0319017
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Centralized and decentralized control schemes for Gauss-Poisson processesIEEE Transactions on Automatic Control, 1978
- Statistics of Random Processes IPublished by Springer Nature ,1977
- Estimation of Stochastic Systems: Arbitrary System Process with Additive White Noise Observation ErrorsThe Annals of Mathematical Statistics, 1968
- On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of MeasuresTheory of Probability and Its Applications, 1960