Nonlinear filtering of systems governed by Ito differential equations with jump parameters-Reference-Cited by-同舟云学术

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Nonlinear filtering of systems governed by Ito differential equations with jump parameters

Published:1986-04 Issue:1 Volume:115 Page:76-92
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Ahmed N.U,Dabbous T.E

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference16 articles.

1. Stochastic control on Hilbert space for linear evolution equations with random operator valued coefficients;Ahmed;SIAM J. Control Optim.,1981

2. Optimal control of stochastic systems;Ahmed,1979

3. A minimum principle for systems governed by Ito differential equations with Markov jump parameters;Ahmed,1977

4. Modelling and on-line control of reliability dynamics of large scale interconnected power systems;Ahmed;Internat. J. Systems Sci.,1983

5. On the optimal filtering of diffusion processes;Zakai;Z. Wahrsch., Verw. Gebiete,1969

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Hypoelliptic Diffusion and Human Vision: A Semidiscrete New Twist;SIAM Journal on Imaging Sciences;2014-01

2. Modified extended Kalman filtering;IEEE Transactions on Automatic Control;1994-06

3. Nonlinear Filtering Schemes for Continuous-time Stochastic Hybrid Systems;IFAC Proceedings Volumes;1993-07

4. Linear Filtering for a Class of Jump Processes Arising in Navigation Systems;IMA Journal of Mathematical Control and Information;1990

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