论文信息 - Monte Carlo techniques for prediction and filtering of non-linear stochastic processes - 字舞流文

Monte Carlo techniques for prediction and filtering of non-linear stochastic processes

J. E. Handschin

[1] D. Mayne,et al. Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering† , 1969 .

[2] H. Kushner. Approximations to optimal nonlinear filters , 1967, IEEE Transactions on Automatic Control.

[3] Norbert Wiener,et al. Extrapolation, Interpolation, and Smoothing of Stationary Time Series , 1964 .

[4] R. E. Kalman,et al. New Results in Linear Filtering and Prediction Theory , 1961 .

[5] L. Schwartz,et al. Approximate Continuous Nonlinear Minimal-Variance Filtering , 1969 .