Finite-dimensional filters with nonlinear drift III: Duncan-mortensen-zakai equation with arbitrary initial condition for the linear filtering system and the benés filtering system

IEEE Transactions on Aerospace and Electronic Systems

Volumn 33, Issue 4, 1997, Pages 1277-1294

  Yau, Shing Tung ^a,b   Yau, Stephen S T ^a  

^a HARVARD UNIVERSITY   (United States)

^b UNIVERSITY OF ILLINOIS AT CHICAGO   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIAL EQUATIONS; STATISTICAL METHODS;

BENES FILTERING SYSTEM; DUNCAN MORTENSEN ZAKAI (DMZ) EQUATION; KALMAN BUCY FILTERING SYSTEM; KOLMOGOROV TYPE EQUATION;

ELECTRIC FILTERS;

EID: 0031258187     PISSN: 00189251     EISSN: None     Source Type: Journal    
DOI: 10.1109/7.625127     Document Type: Article

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