DYNAMICAL EQUATIONS FOR OPTIMAL NONLINEAR FILTERING

[1] [Anonymous], 1964, VESTNIK MOSKOV U 1

[2] NONLINEAR FILTERING THEORY [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1965, AC10 (02) : 198 - &

[3] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[4] Dynkin EB., 2006, THEORY MARKOV PROCES

[5] Kalman R. E., 1961, T ASME D, V83

[6] Kushner HJ., 1964, J MATH ANAL APPL, V8, P332, DOI [10.1016/0022-247X(64)90073-3, DOI 10.1016/0022-247X(64)90073-3]

[7] Kushner HJ., 1964, J SIAM CONTROL A, V2, P106

[8] Loeve M., 1977, PROBABILITY THEORY

[9] Maruyama G., 1955, REND CIRC MAT PALERM, V4, P48, DOI [10.1007/BF02846028, DOI 10.1007/BF02846028]

[10] Stratonovich R., 1960, THEORY PROBABILITY I, V5, P156, DOI [DOI 10.1137/1105015, 10.1137/1105015]

[1] [Anonymous], 1964, VESTNIK MOSKOV U 1

[2] NONLINEAR FILTERING THEORY [J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1965, AC10 (02) : 198 - &

[3] Doob J. L., 1953, STOCHASTIC PROCESSES, V101

[4] Dynkin EB., 2006, THEORY MARKOV PROCES

[5] Kalman R. E., 1961, T ASME D, V83

[6] Kushner HJ., 1964, J MATH ANAL APPL, V8, P332, DOI [10.1016/0022-247X(64)90073-3, DOI 10.1016/0022-247X(64)90073-3]

[7] Kushner HJ., 1964, J SIAM CONTROL A, V2, P106

[8] Loeve M., 1977, PROBABILITY THEORY

[9] Maruyama G., 1955, REND CIRC MAT PALERM, V4, P48, DOI [10.1007/BF02846028, DOI 10.1007/BF02846028]

[10] Stratonovich R., 1960, THEORY PROBABILITY I, V5, P156, DOI [DOI 10.1137/1105015, 10.1137/1105015]