New classes of finite-dimensional nonlinear filters (Q787951): Difference between revisions

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+Exact finite-dimensional filters for certain diffusions with nonlinear drift
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+Q3908875
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+On a multiplicative functional transformation arising in nonlinear filtering theory
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+Q5654646
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+Optimal Control and Nonlinear Filtering for Nondegenerate Diffusion Processes
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+Q3946110
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+The partial differential equation u<sub>t</sub> + uu<sub>x</sub> = μ<sub>xx</sub>
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+Some Observations on Metaplectic Groups
@@ Property / cites work: Some Observations on Metaplectic Groups / rank @@
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+Q3951994
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+Q3910410
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+Exponential stability in discrete-time filtering for non-ergodic signal.
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+Applications of the Lie algebraic formulas of Baker, Campbell, Hausdorff and Zassenhaus to the calculation of explicit solutions of partial differential equations
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