An Introduction to Nonlinear Filtering-Reference-Cited by-同舟云学术

An Introduction to Nonlinear Filtering

Published:1981 Issue: Volume: Page:53-75
ISSN:
Container-title:Stochastic Systems: The Mathematics of Filtering and Identification and Applications
language:
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Author:

Davis M. H. A.,Marcus Steven I.

Publisher

Springer Netherlands

Link

http://link.springer.com/content/pdf/10.1007/978-94-009-8546-9_4.pdf

Reference30 articles.

1. R. E. Kalman, “A new approach to linear filtering and prediction problems,” J. Basic Eng. ASME, 82, 1960, pp. 33–45.

2. R. E. Kalman and R. S. Bucy, “New results in linear filtering and prediction theory,” J. Basic Engr. ASME Series D, 83, 1961, pp. 95–108.

3. R. S. Bucy, “Nonlinear filtering,” IEEE Trans. Automatic Control, AC-10, 1965, p. 198.

4. H. J. Kushner, “On the differential equations satisfied by conditional probability densities of Markov processes,” SIAM J. Control, 2, 1964, pp. 106–119.

5. A. N. Shiryaev, “Some new results in the theory of controlled stochastic processes [Russian],” Trans. 4th Prague Conference on Information Theory, Czech. Academy of Sciences, Prague, 1967.

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