Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering

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Abstract

Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions

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W.M. Wonham (Wed,) studied this question.

synapsesocial.com/papers/6a20ad00fb15484991e519e4 — DOI: https://doi.org/10.1137/0302028

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W.M. Wonham

Lockheed Martin (United States)

Journals

Journal of the Society for Industrial and Applied Mathematics Series A Control

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Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering

Key Points

Abstract

Citation Network

Connected Papers

Discussion

Cite this study

Authors

Journals

Actions

References and Citations

Citation Network

Connected Papers

Discussion