Nonlinear filtering. A weighted mean squares approach and a Bayesian one via the maximum entropy principle
- 1 December 1990
- journal article
- Published by Elsevier in Signal Processing
- Vol. 21 (4) , 323-338
- https://doi.org/10.1016/0165-1684(90)90102-5
Abstract
No abstract availableKeywords
This publication has 7 references indexed in Scilit:
- Analysis of moment stability and sensitivity of non-linear stochastic distributed systems: a practical approach via a distributed Fokker-Planck equationInternational Journal of Systems Science, 1989
- Simple general method to analyse the moment stability and sensitivity of non-linear stochastic systems with or without delayInternational Journal of Systems Science, 1988
- Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropyIEEE Transactions on Information Theory, 1980
- A Bayesian approach to problems in stochastic estimation and controlIEEE Transactions on Automatic Control, 1964
- On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theoryJournal of Mathematical Analysis and Applications, 1964
- Information Theory and Statistical Mechanics. IIPhysical Review B, 1957
- Information Theory and Statistical MechanicsPhysical Review B, 1957