DYNAMICAL EQUATIONS FOR OPTIMAL NONLINEAR FILTERING

被引:209
作者
KUSHNER, HJ
机构
关键词
D O I
10.1016/0022-0396(67)90023-X
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
引用
收藏
页码:179 / &
相关论文
共 12 条
[1]  
[Anonymous], 1964, VESTNIK MOSKOV U 1
[2]   NONLINEAR FILTERING THEORY [J].
BUCY, RS .
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1965, AC10 (02) :198-&
[3]  
Doob J. L., 1953, STOCHASTIC PROCESSES, V101
[4]  
Dynkin EB., 2006, THEORY MARKOV PROCES
[5]  
Kalman R. E., 1961, T ASME D, V83
[6]  
Kushner HJ., 1964, J MATH ANAL APPL, V8, P332, DOI [10.1016/0022-247X(64)90073-3, DOI 10.1016/0022-247X(64)90073-3]
[7]  
Kushner HJ., 1964, J SIAM CONTROL A, V2, P106
[8]  
Loeve M., 1977, PROBABILITY THEORY
[9]  
Maruyama G., 1955, REND CIRC MAT PALERM, V4, P48, DOI [10.1007/BF02846028, DOI 10.1007/BF02846028]
[10]  
Stratonovich R., 1960, THEORY PROBABILITY I, V5, P156, DOI [DOI 10.1137/1105015, 10.1137/1105015]