Pages that link to "Item:Q2394353"

The following pages link to On the dynamical equations of conditional probability density functions, with applications to optimal stochastic control theory (Q2394353):

Displaying 19 items.

• New approach to control and filtering of mechanical systems by using the estimates of their Lagrangians (Q912049) (← links)
• Partitioned estimation algorithms. I: Nonlinear estimation (Q1215373) (← links)
• Recursive estimation of a discrete-time Markov chain (Q1324260) (← links)
• Nonlinear filtering of convex sets of probability distributions (Q1611808) (← links)
• Nonparametric estimation of volatility and its parametric analogs (Q1992278) (← links)
• State estimation for partially observed Markov chains (Q2264204) (← links)
• Large deviations for optimal filtering with fractional Brownian motion (Q2444644) (← links)
• A study of linear time-varying systems subject to stochastic disturbances (Q2522012) (← links)
• A note on the differential equations of conditional probability density functions (Q2522346) (← links)
• Dynamical equations for optimal nonlinear filtering (Q2527770) (← links)
• Initial value methods in detection and communication theory (Q2557216) (← links)
• Weak convergence and distributional assumptions for a general class of nonliner arch models (Q4355166) (← links)
• On lie algebras and finite dimensional filtering (Q4749706) (← links)
• Optimal control and filtering of linear stochastic systems (Q5565968) (← links)
• Solution of stochastic optimal control problems by an alternative state-space representation† (Q5594837) (← links)
• Stochastic Optimal Control with Noisy Observations † (Q5600465) (← links)
• <i>A priori</i>-stochastic-optimal control † (Q5668330) (← links)
• Estimation of robot states with Poisson process based on EKF approximate of Kushner filter: a completely coordinate free Lie group approach (Q6166433) (← links)
• Stochastic filtering under model ambiguity (Q6180475) (← links)