1. D. F. Allinger and S. K. Mitter, New results on the innovations problem for non-linear filtering, Stochastics (1981) 339–348.
2. R. K. Boel, M. R. James, I. R. Petersen, Robustness and Risk Sensitive Filtering, Submitted to IEEE Trans. Auto. Control.
3. M. H. A. Davis, Lectures on Stochastic Control and Nonlinear Filtering, Tata Institute Lectures on Math. and Physics No. 75, Springer Verlag, 1984.
4. G. Didinsky, T. Basar, P. Berhard, Structural Properties of Minimax Policies of a Class of Differential Games Arising in Nonlinear Ham-Control and Filtering, in Proc. 32nd IEEE Conf. on Decision and Control, San Antonio, 1993.
5. W. H. Fleming, Deterministic nonlinear filtering, Annali Scuola Normale Sup. Pisa