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Volumn 7, Issue 5-6, 2000, Pages 671-693

Real time solution of nonlinear filtering problem without memory I

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EID: 0034348672     PISSN: 10732780     EISSN: None     Source Type: Journal    
DOI: 10.4310/mrl.2000.v7.n6.a2     Document Type: Article
Times cited : (21)

References (13)
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    • Finite-dimensional filters with nonlinear drift VIII: Classification of finite-dimensional estimation algebras of maximal rank with state-space dimension 4
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  • 8
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    • Finite dimensional filters with nonlinear drift X: Explicit solution of DMZ equation
    • to appear
    • [Hu-Ya] G. W. Hu and S. S.-T. Yau, Finite dimensional filters with nonlinear drift X: Explicit solution of DMZ equation, IEEE Trans. Automat. Control, to appear.
    • IEEE Trans. Automat. Control
    • Hu, G.W.1    Yau, S.S.-T.2
  • 10
    • 0021521189 scopus 로고
    • Algebraic and geometric methods in nonlinear filtering
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  • 12
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    • Finite dimensional filters with nonlinear drift III: Duncan-Mortensen-Zakai equation with arbitrary initial condition for Kalman-Bucy filtering system and Benes filtering system
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