Maximum-likelihood recursive nonlinear filtering

DOI10.1007/BF00925744zbMath0177.36004MaRDI QIDQ2533794

R. E. Mortensen

Publication date: 1968

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

ordinary differential equations

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Cites Work

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• Optimal multichannel nonlinear filtering
• Dynamical equations for optimal nonlinear filtering
• Numerical experiments with various optimal estimators

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