Estimation of indirectly observable Langevin states: path integral solution using statistical physics methods
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Cites work
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- Finite dimensional filters with nonlinear drift. XI: Explicit solution of the generalized Kolmogorov equation in Brockett-Mitter program
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- On a multiplicative functional transformation arising in nonlinear filtering theory
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- Solution of Filtering Problem with Nonlinear Observations
- Spectral Methods
- Stochastic processes and filtering theory
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