-
1
-
-
0019660565
-
Exact finite dimensional filters for certain diffusions with nonlinear drift
-
V. BENES, Exact finite dimensional filters for certain diffusions with nonlinear drift, Stochastics, 5 (1981), pp. 65-92.
-
(1981)
Stochastics
, vol.5
, pp. 65-92
-
-
Benes, V.1
-
2
-
-
0002237314
-
The geometry of the conditional density functions
-
O.L.R. Jacobs, et al., eds., Academic Press, New York
-
R.W. BROCKETT AND J.M.C. CLARK, The geometry of the conditional density functions, in Analysis and Optimization of Stochastic Systems, O.L.R. Jacobs, et al., eds., Academic Press, New York, 1980, pp. 299-309.
-
(1980)
Analysis and Optimization of Stochastic Systems
, pp. 299-309
-
-
Brockett, R.W.1
Clark, J.M.C.2
-
3
-
-
0002596272
-
Nonlinear systems and nonlinear estimation theory
-
M. Hazewinkel and J.S. Willems, eds., D. Reidel, Dordrecht, The Netherlands
-
R.W. BROCKETT, Nonlinear systems and nonlinear estimation theory, in Stochastic Systems: The Mathematics of Filtering and Identification and Applications, M. Hazewinkel and J.S. Willems, eds., D. Reidel, Dordrecht, The Netherlands, 1981.
-
(1981)
Stochastic Systems: The Mathematics of Filtering and Identification and Applications
-
-
Brockett, R.W.1
-
4
-
-
0028588375
-
On ubiquity of Yau filters
-
Baltimore, MD, June
-
J. CHEN, On ubiquity of Yau filters, in Proc. of the American Control Conference, Baltimore, MD, June 1994, pp. 252-254.
-
(1994)
Proc. of the American Control Conference
, pp. 252-254
-
-
Chen, J.1
-
5
-
-
0021463341
-
Des resultats de non-existence de filtre de dimension finie
-
M. CHALEYAT-MAUREL AND D. MICHEL, Des resultats de non-existence de filtre de dimension finie, Stochastics, 13 (1984), pp. 83-102.
-
(1984)
Stochastics
, vol.13
, pp. 83-102
-
-
Chaleyat-Maurel, M.1
Michel, D.2
-
6
-
-
0028272761
-
Finite dimensional filters with nonlinear drift II: Brockett's problem on classification of finite dimensional estimation algebras
-
W.L. CHIOU AND S.S.-T. YAU, Finite dimensional filters with nonlinear drift II: Brockett's problem on classification of finite dimensional estimation algebras, SIAM J. Control Optim., 32 (1994), pp. 297-310.
-
(1994)
SIAM J. Control Optim.
, vol.32
, pp. 297-310
-
-
Chiou, W.L.1
Yau, S.S.-T.2
-
7
-
-
0029732597
-
Finite dimensional filters with nonlinear drift IV: Classification of finite dimensional estimation algebras of maximal rank with state space dimension 3
-
J. CHEN, C.-W. LEUNG, AND S.S.-T. YAU, Finite dimensional filters with nonlinear drift IV: Classification of finite dimensional estimation algebras of maximal rank with state space dimension 3, SIAM J. Control Optim., 34 (1996), pp. 179-198.
-
(1996)
SIAM J. Control Optim.
, vol.34
, pp. 179-198
-
-
Chen, J.1
Leung, C.-W.2
Yau, S.S.-T.3
-
8
-
-
0030354533
-
Finite dimensional filters with nonlinear drift VI: Linear structure of Ω matrix
-
to appear
-
J. CHEN AND S.S.-T. YAU, Finite dimensional filters with nonlinear drift VI: Linear structure of Ω matrix, Math. Control Signals Systems, 6 (1996), to appear.
-
(1996)
Math. Control Signals Systems
, vol.6
-
-
Chen, J.1
Yau, S.S.-T.2
-
9
-
-
0031192601
-
Finite dimensional filters with nonlinear drift VII: Mitter conjecture and structure of η
-
J. CHEN AND S.S.-T. YAU, Finite dimensional filters with nonlinear drift VII: Mitter conjecture and structure of η, SIAM J. Control Optim., 35 (1997), pp. 1116-1131.
-
(1997)
SIAM J. Control Optim.
, vol.35
, pp. 1116-1131
-
-
Chen, J.1
Yau, S.S.-T.2
-
10
-
-
0022736403
-
Some remarks on estimation algebras
-
P.C. COLLINGWOOD, Some remarks on estimation algebras, Systems Control Lett., 7 (1986), pp. 217-224.
-
(1986)
Systems Control Lett.
, vol.7
, pp. 217-224
-
-
Collingwood, P.C.1
-
11
-
-
0001610264
-
On a multiplicative functional transformation arising in nonlinear filtering theory
-
M.H. A. DAVIS, On a multiplicative functional transformation arising in nonlinear filtering theory, Z. Wahrsch. Verw. Gebiete, 54 (1980), pp. 125-139.
-
(1980)
Z. Wahrsch. Verw. Gebiete
, vol.54
, pp. 125-139
-
-
Davis, M.H.A.1
-
12
-
-
0002644627
-
An introduction to nonlinear filtering
-
M. Hazewinkel and J.S. Willems, eds., D. Reidel, Dordrecht, The Netherlands
-
M.H.A. DAVIS AND S.I. MARCUS, An introduction to nonlinear filtering, in Stochastic Systems: The Mathematics of Filtering and Identification and Applications, M. Hazewinkel and J.S. Willems, eds., D. Reidel, Dordrecht, The Netherlands, 1981.
-
(1981)
Stochastic Systems: The Mathematics of Filtering and Identification and Applications
-
-
Davis, M.H.A.1
Marcus, S.I.2
-
13
-
-
0026188820
-
Structure and classification theorems of finite dimensional exact estimation algebras
-
R.T. DONG, L.F. TAM, W.S. WONG, AND S.S.-T. YAU, Structure and classification theorems of finite dimensional exact estimation algebras, SIAM J. Control Optim., 29 (1991), pp. 866-877.
-
(1991)
SIAM J. Control Optim.
, vol.29
, pp. 866-877
-
-
Dong, R.T.1
Tam, L.F.2
Wong, W.S.3
Yau, S.S.-T.4
-
15
-
-
84972561398
-
Stochastic differential equations for the nonlinear filtering problem
-
M. FUJISAKI, G. KALLIANPUR, AND H. KUNITA, Stochastic differential equations for the nonlinear filtering problem, Osaka J. Math., 1 (1972), pp. 19-40.
-
(1972)
Osaka J. Math.
, vol.1
, pp. 19-40
-
-
Fujisaki, M.1
Kallianpur, G.2
Kunita, H.3
-
16
-
-
0142147737
-
Lecture on linear and nonlinear filtering
-
W. Shiehlen and W. Wedig, eds., Springer-Verlag, Vienna
-
M. HAZEWINKEL, Lecture on linear and nonlinear filtering, in Analysis and Estimation of Stochastic Mechanical Systems, CISM Courses and Lectures 303, W. Shiehlen and W. Wedig, eds., Springer-Verlag, Vienna, 1998.
-
Analysis and Estimation of Stochastic Mechanical Systems, CISM Courses and Lectures
, vol.303
, pp. 1998
-
-
Hazewinkel, M.1
-
18
-
-
0001272602
-
On the analogy between mathematical problems of nonlinear filtering and quantum physics
-
S.K. MITTER, On the analogy between mathematical problems of nonlinear filtering and quantum physics, Ricerche di Automatica, 10 (1979), pp. 163-216.
-
(1979)
Ricerche di Automatica
, vol.10
, pp. 163-216
-
-
Mitter, S.K.1
-
19
-
-
0002419394
-
Finite dimensional estimation algebras in nonlinear filtering
-
M. Hazewinkel and J.S. Willems, eds., D. Reidel, Dordrecht, The Netherlands
-
D.L. OCONE, Finite dimensional estimation algebras in nonlinear filtering, in Stochastic Systems: The Mathematics of Filtering and Identification and Applications, M. Hazewinkel and J.S. Willems, eds., D. Reidel, Dordrecht, The Netherlands, 1981.
-
(1981)
Stochastic Systems: The Mathematics of Filtering and Identification and Applications
-
-
Ocone, D.L.1
-
20
-
-
3943048886
-
Stochastic partial differential equations arising in nonlinear filtering problem
-
in Russian
-
B.L. ROZOVSKY, Stochastic partial differential equations arising in nonlinear filtering problem, Uspekhi Mat. Nauk, 27 (1972), pp. 213-214 (in Russian).
-
(1972)
Uspekhi Mat. Nauk
, vol.27
, pp. 213-214
-
-
Rozovsky, B.L.1
-
21
-
-
0001065490
-
Applications of the Lie algebraic formulas of Baker, Campbell, Hausdorff and Zassenhaus to the calculation of explicit solutions of partial differential equations
-
S. STEINBERG, Applications of the Lie algebraic formulas of Baker, Campbell, Hausdorff and Zassenhaus to the calculation of explicit solutions of partial differential equations, J. Differential Equations, 26 (1979), pp. 404-434.
-
(1979)
J. Differential Equations
, vol.26
, pp. 404-434
-
-
Steinberg, S.1
-
22
-
-
0025256772
-
On a necessary and sufficient condition for finite dimensionality of estimation algebras
-
L.F. TAM, W.S. WONG, AND S.S.-T. YAU, On a necessary and sufficient condition for finite dimensionality of estimation algebras, SIAM J. Control Optim 28 (1990), pp. 173-185.
-
(1990)
SIAM J. Control Optim
, vol.28
, pp. 173-185
-
-
Tam, L.F.1
Wong, W.S.2
Yau, S.S.-T.3
-
24
-
-
84966255507
-
On global representations of the solutions of linear differential equations as a product of exponentials
-
J. WEI AND E. NORMAN, On global representations of the solutions of linear differential equations as a product of exponentials, Proc. Amer. Math. Soc., 15 (1964), pp. 327-334.
-
(1964)
Proc. Amer. Math. Soc.
, vol.15
, pp. 327-334
-
-
Wei, J.1
Norman, E.2
-
25
-
-
0038199404
-
The Heat Equation
-
Academic Press, New York
-
D.V. WIDDER, The Heat Equation, Mathematics 67, Academic Press, New York, 1975.
-
(1975)
Mathematics
, vol.67
-
-
Widder, D.V.1
-
26
-
-
0000688031
-
New classes of finite dimensional nonlinear filters
-
W.S. WONG, New classes of finite dimensional nonlinear filters, Systems Control Lett 3 (1983), pp. 155-164.
-
(1983)
Systems Control Lett
, vol.3
, pp. 155-164
-
-
Wong, W.S.1
-
27
-
-
0023362405
-
On a new class of finite dimensional estimation algebras
-
W.S. WONG, On a new class of finite dimensional estimation algebras, Systems Control Lett., 9 (1987), pp. 79-83.
-
(1987)
Systems Control Lett.
, vol.9
, pp. 79-83
-
-
Wong, W.S.1
-
28
-
-
0023400329
-
Theorems on the structure of finite dimensional estimation algebras
-
W.S. WONG, Theorems on the structure of finite dimensional estimation algebras, Systems Control Lett., 9 (1987), pp. 117-124.
-
(1987)
Systems Control Lett.
, vol.9
, pp. 117-124
-
-
Wong, W.S.1
-
29
-
-
0000943914
-
Finite dimensional filters with nonlinear drift I: A class of filters including both Kalman-Bucy filters and Benes filters
-
S.S.-T. YAU, Finite dimensional filters with nonlinear drift I: A class of filters including both Kalman-Bucy filters and Benes filters, J. Math. Systems Estim. Control, 4 (1994), pp. 181-203.
-
(1994)
J. Math. Systems Estim. Control
, vol.4
, pp. 181-203
-
-
Yau, S.S.-T.1
-
30
-
-
0026398947
-
Recent results on classification of finite dimensional estimation algebras: Dimension of state space ≤ 2
-
Brighton, England, Dec. 11-13
-
S.S.-T. YAU AND W.L. CHIOU, Recent results on classification of finite dimensional estimation algebras: Dimension of state space ≤ 2, in Proc. 30th IEEE Conf. on Decision and Control, Brighton, England, Dec. 11-13, 1991.
-
(1991)
Proc. 30th IEEE Conf. on Decision and Control
-
-
Yau, S.S.-T.1
Chiou, W.L.2
-
31
-
-
3943057072
-
Recent results on classification of finite dimensional maximal rank estimation algebras with state space dimension 3
-
Tucson, AZ, Dec.
-
S.S.-T. YAU AND C.-W. LEUNG, Recent results on classification of finite dimensional maximal rank estimation algebras with state space dimension 3, in Proc. 31st Conf. on Decision and Control, Tucson, AZ, Dec. 1992, pp. 2247-2250.
-
(1992)
Proc. 31st Conf. on Decision and Control
, pp. 2247-2250
-
-
Yau, S.S.-T.1
Leung, C.-W.2
|