PATHWISE NONLINEAR FILTERING FOR NONDEGENERATE DIFFUSIONS WITH NOISE CORRELATION

被引：9

作者：

DAVIS, MHA

SPATHOPOULOS, MP

机构：

[1] Imperial Coll, London, Engl, Imperial Coll, London, Engl

来源：

关键词：

D O I：

10.1137/0325016

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

引用

页码：260 / 278

页数：19

共 16 条

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DAVIS, MHA
[J]. ZEITSCHRIFT FUR WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE, 1980, 54 (02): : 125 - 139
[4] DAVIS MHA, 1986, 25TH P IEEE C DEC CO
[5] DAVIS MHA, 1981, STOCHASTIC SYSTEMS
[6] SOME FILTERING RESULTS IN RIEMANN MANIFOLDS
DUNCAN, TE
[J]. INFORMATION AND CONTROL, 1977, 35 (03): : 182 - 195
[7] ROBUST FILTERING FOR CORRELATED MULTIDIMENSIONAL OBSERVATIONS
ELLIOTT, RJ
KOHLMANN, M
[J]. MATHEMATISCHE ZEITSCHRIFT, 1981, 178 (04) : 559 - 578
[8] ELWORTHY KD, 1982, LONDON MATH SOC LECT, V70
[9] Ikeda N., 1981, STOCHASTIC DIFFERENT
[10] KUNITA H, 1980, LONDON MATH SOC S ST