PROBABILITY DENSITIES FOR DIFFUSION PROCESSES WITH APPLICATIONS TO NONLINEAR FILTERING THEORY AND DETECTION THEORY-Reference-Cited by-同舟云学术

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PROBABILITY DENSITIES FOR DIFFUSION PROCESSES WITH APPLICATIONS TO NONLINEAR FILTERING THEORY AND DETECTION THEORY

Published:1967-05-01 Issue: Volume: Page:
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Author:

Duncan T. E.

Publisher

Defense Technical Information Center

Cited by 19 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. Finite Dimensional Estimation Algebra for Time-Varying Filtering System and Optimal Transport Particle Filter: A Tangent Flow Point of View;IEEE Transactions on Aerospace and Electronic Systems;2023-12

2. A survey of numerical solutions for stochastic control problems: Some recent progress;Numerical Algebra, Control & Optimization;2022

3. Encounters with Martingales in Stochastic Control;The Splendors and Miseries of Martingales;2022

4. Structure of finite dimensional exact estimation algebra on state dimension 3 and linear rank 2*;International Journal of Control;2021-10-25

5. Direct method for Yau filtering system with nonlinear observations;International Journal of Control;2017-02-23

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