Robust filtering for correlated multidimensional observations-Reference-Cited by-同舟云学术

Robust filtering for correlated multidimensional observations

Published:1981-12 Issue:4 Volume:178 Page:559-578
ISSN:0025-5874
Container-title:Mathematische Zeitschrift
language:en
Short-container-title:Math Z

Author:

Elliott Robert J.,Kohlmann Michael

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics

Link

http://link.springer.com/content/pdf/10.1007/BF01174775.pdf

Reference15 articles.

1. NATO Advanced Study Institut Series;J.M.C. Clark,1978

2. Davis, M.H.A.: A Pathwise Solution of the Equations of Nonlinear Filtering. Preprint presented at the 12th European Meeting of Statisticians. Varna Bulgaria (1979)

3. Davis, M.H.A.: On a Multiplicative Functional Transformation Arising in Nonlinear Filtering Theory. Z. Wahrscheinlichkeitstheorie und verw. Gebiete (to appear)

4. Davis, M.H.A.: Pathwise Nonlinear Filtering?The Correlated Noise Case. Preprint presented at the Séminaire de Probabilités, Rouen, June 1980

5. Davis, M.H.A.: Pathwise Nonlinear Filtering. Preprint presented at the NATO Advanced Study Institut, Les Arcs, France (1980)

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