Kallianpur, G. ; Karandikar, R. L. (1983) Some recent developments in nonlinear filtering theory Acta Applicandae Mathematicae, 1 (4). pp. 399-434. ISSN 0167-8019
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Official URL: http://www.springerlink.com/content/t63h53n6646771...
Related URL: http://dx.doi.org/10.1007/BF00120483
Abstract
The paper gives a survey of recent progress in nonlinear filtering theory including a description of the newly developed finitely additive approach.
| Item Type: | Article |
|---|---|
| Source: | Copyright of this article belongs to Springer-Verlag. |
| Keywords: | Nonlinear Filtering; SDE's; SPDE's; Finitely Additive White Noise; Robust Filtering |
| ID Code: | 18407 |
| Deposited On: | 17 Nov 2010 09:15 |
| Last Modified: | 04 Jun 2011 08:20 |
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