New explicit filters and smoothers for diffusions with nonlinear drift and measurements

Systems and Control Letters

Volumn 33, Issue 2, 1998, Pages 89-103

  Charalambous, Charalambos D ^a   Elliott, Robert J ^b  

^a MCGILL UNIVERSITY   (Canada)

^b UNIVERSITY OF ALBERTA   (Canada)

Author keywords

Filtering; Finite dimensional; Nonlinear; Smoothing

Indexed keywords

EID: 0011746539     PISSN: 01676911     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6911(97)00095-9     Document Type: Article

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