Monte Carlo techniques for prediction and filtering of non-linear stochastic processes

Automatica

Volumn 6, Issue 4, 1970, Pages 555-563

  Handschin, J E ^a  

^a ABB SWITZERLAND LTD   (Switzerland)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0039816272     PISSN: 00051098     EISSN: None     Source Type: Journal    
DOI: 10.1016/0005-1098(70)90010-5     Document Type: Article

References (14)

1. New results in linear filtering and prediction theory
2. Recent results in linear and non-linear filtering
3. Optimal non-linear filtering
4. Approximations to optimal non-linear filters
5. Approximate continuous non-linear minimal variance filtering
6. On the estimation of state variables and parameters for noisy systems
7. A non-linear perturbation theory for estimation and control of time-discrete stochastic systems
8. Monte Carlo techniques to estimate the conditional expectation in multistage non-linear filtering
9. An approximate method of state estimation for non-linear dynamical systems
10. Monte Carlo techniques for filtering and prediction of non-linear stochastic processes