OPTIMAL MULTICHANNEL NONLINEAR FILTERING

[1] BUCY RC, 1965, IEEE T AUTOMAT CONTR, VAC10, P198

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

[3] Dynkin E., 1965, MARKOV PROCESSES, VI

[4] Dynkin E. B., 1965, MARKOV PROCESSES, VII

[5] Ito K., 1965, DIFFUSION PROCESSES

[6] ITO K, 1961, STOCHASTIC PROCESSES

[7] Kalman R., 1961, J BASIC ENG, V83, P95, DOI [10.1115/1.3658902, DOI 10.1115/1.3658902]

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

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

[10] Wong E., 1965, INT J ENGINEERING SC, V3, P213

[1] BUCY RC, 1965, IEEE T AUTOMAT CONTR, VAC10, P198

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

[3] Dynkin E., 1965, MARKOV PROCESSES, VI

[4] Dynkin E. B., 1965, MARKOV PROCESSES, VII

[5] Ito K., 1965, DIFFUSION PROCESSES

[6] ITO K, 1961, STOCHASTIC PROCESSES

[7] Kalman R., 1961, J BASIC ENG, V83, P95, DOI [10.1115/1.3658902, DOI 10.1115/1.3658902]

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

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

[10] Wong E., 1965, INT J ENGINEERING SC, V3, P213