Pages that link to "Item:Q5600468"

The following pages link to <i>A Priori</i>Open Loop Optimal Control of Continuous Time Stochastic Systems† (Q5600468):

Displaying 15 items.

• Statistical theory of estimation in doubly-stochastic Poisson processes (Q1215240) (← links)
• Partitioned estimation algorithms. I: Nonlinear estimation (Q1215373) (← links)
• A general Bayes rule and its application to nonlinear estimation (Q1218697) (← links)
• The suboptimal method via probabilists' Hermite polynomials to solve nonlinear filtering problems (Q1797078) (← links)
• Interview with Ulf Hashagen: exhibitions and mathematical models in the nineteenth and twentieth centuries (Q2101902) (← links)
• System identification. A survey (Q2547187) (← links)
• Bayesian identification of nonlinear systems (Q2555837) (← links)
• On optimal nonlinear estimation. I: Continuous observation (Q2558846) (← links)
• Complete classification of finite-dimensional estimation algebras of maximal rank (Q4409327) (← links)
• Open-loop optimal control of a class of continuous-time stochastic systems—A simulation study† (Q4767200) (← links)
• The novel classes of finite dimensional filters with non-maximal rank estimation algebra on state dimension four and rank of one (Q5157925) (← links)
• Applications of Quantum Stochastic Processes in Quantum Optics (Q5302304) (← links)
• <i>A priori</i>-stochastic-optimal control † (Q5668330) (← links)
• Log-Concave Posterior Densities Arising in Continuous Filtering and a Maximum A Posteriori Algorithm (Q6135082) (← links)
• Stochastic filtering under model ambiguity (Q6180475) (← links)