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Remarks on pathwise nonlinear filtering

Conference paper
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Part of the Lecture Notes in Mathematics book series (LNM, volume 979)

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References

  1. Clark, J.M.C. [1978], The Design of Robust Approximations to the Stochastic Differential Equations of Nonlinear Filtering, in Communication Systems and Random Process Theory: ed. J.K. Skwirzynski, Sithoff and Noordhoff.Google Scholar
  2. Fleming, W.H., and Mitter, S.K. [1982], Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes, to appear Stochastics.Google Scholar
  3. Lions, J.L., and Magenes, E. [1968], Problèmes aux limites non homogènes et applications, Vol. 1., Dunod, Paris.Google Scholar
  4. Simon, B. [1979], Functional Integration and Quantum Physics, Academic Press, New York.zbMATHGoogle Scholar
  5. Sussman, H. [1981], Rigorous Results on the Cubic Sensor Problem in Nonlinear Filtering and Stochastic Mechanics in Stochastic Systems: The Mathematics of Filtering and Identification and Applications: eds. M. Hazewinkel and J.C. Willems, pp. 479–503, D. Reidel Publishing Company.Google Scholar

Copyright information

© Springer-Verlag 1983

Authors and Affiliations

  1. 1.Department of Electrical Engineering and Computer ScienceMassachusetts Institute of TechnologyCambridge

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