Lectures on nonlinear filtering and stochastic control-Reference-Cited by-同舟云学术

Lectures on nonlinear filtering and stochastic control

Published:1982 Issue: Volume: Page:170-207
ISSN:0075-8434
Container-title:Lecture Notes in Mathematics
language:
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Author:

Mitter Sanjoy K.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/BFb0064862

Reference33 articles.

1. V.E. Benes [1981], Exact Finite Dimensional Filters for Certain Diffusions with Nonlinear Drift, Stochastics, 5, pp. 65–92.

2. J.M. Bismut [1981] Mecanique Aleatoire, Springer Lecture Notes in Mathematics, Vol. 866.

3. A.E. Bryson and M. Frazier, "Smoothing for Linear and Nonlinear Dynamic Systems," Proceeding of the Optimum System Synthesis Conference, Wright-Patterson Air Force Base, Ohio, September, 1962. AST-TDR-63-119.

4. J.M.C. Clark [1978], The Design of Robust Approximations to the Stochastic Differential Equations of Nonlinear Filtering, in Communication Systems and Random Process Theory: ed. J.K. Skwirzynski, Sithoff and Noordhoff.

5. H. Cox, "Estimation of State Variables via Dynamic Programming," Proceedings of the 1964 Joint Automatic Control Conference, Stanford, CA, June, 1964, pp. 376–381.

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