Continuous-Discrete Path Integral Filtering

Author:

Balaji Bhashyam

Publisher

MDPI AG

Subject

General Physics and Astronomy

Reference35 articles.

1. Stochastic Processes and Filtering Theory;Jazwinski,1970

2. A new approach to linear filtering and prediction problems;Kalman;Trans. ASME, J. Basic Eng.,1960

3. New results in linear filtering and prediction problems;Kalman;Trans. ASME, J. Basic Eng.,1961

4. Exact finite-dimensional nonlinear filters;Daum;Automatic Control, IEEE Transactions on,1986

5. Handbook of Numerical Analysis;Thomée,1990

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