The following pages link to (Q3948398):
Displayed 11 items.
- Robust filtering: correlated noise and multidimensional observation (Q373852) (← links)
- Nonexistence of finite-dimensional filters for conditional statistics of the cubic sensor problem (Q794612) (← links)
- Robust parameter estimation for stochastic differential equations (Q1774563) (← links)
- Observation sampling and quantisation for continuous-time estimators. (Q1877401) (← links)
- On a robust version of the integral representation formula of nonlinear filtering (Q2570833) (← links)
- A partial history of the early development of continuous-time nonlinear stochastic systems theory (Q2628408) (← links)
- Nonlinear Filtering for Markov Systems with Delayed Observations (Q3392509) (← links)
- Monte Carlo methods for backward equations in nonlinear filtering (Q3625647) (← links)
- On a multiplicative functional transformation arising in nonlinear filtering theory (Q3868539) (← links)
- The stochastic filtering problem: a brief historical account (Q5245610) (← links)
- On the stochastic differential equations of filtering theory (Q5899983) (← links)