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Optimal multichannel nonlinear filtering

Published:1966-10 Issue:1 Volume:16 Page:152-164
ISSN:0022-247X
Container-title:Journal of Mathematical Analysis and Applications
language:en
Short-container-title:Journal of Mathematical Analysis and Applications

Author:

Bass R.W,Norum V.D,Schwartz L

Publisher

Elsevier BV

Subject

Applied Mathematics,Analysis

Reference11 articles.

1. New results in linear filtering and prediction theory;Kalman;J. Basic Eng., Ser. D,1961

2. Conditional Markov processes;Stratonovich;Theory Prob. Appl.,1960

3. On the differential equations satisfied by conditional probability densities of Markov processes;Kushner;J. SIAM Contr., Ser. A,1964

4. Nonlinear filtering theory;Bucy;IEEE Trans. Automat. Contr.,1965

5. On stochastic processes;Ito,1961

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