论文信息 - Filtering and smoothing: An introduction to martingales, stochastic integrals and estimation: V. Krishnan - 字舞流文

Filtering and smoothing: An introduction to martingales, stochastic integrals and estimation: V. Krishnan

Mark H. A. Davis | Mark H. A. Davis

[1] H. Sussmann. On the Gap Between Deterministic and Stochastic Ordinary Differential Equations , 1978 .

[2] B. Øksendal. Stochastic Differential Equations , 1985 .

[3] G. Kallianpur. Stochastic Filtering Theory , 1980 .

[4] P. Meyer. Probability and potentials , 1966 .

[5] Mark H. A. Davis. New approach to filtering for nonlinear systems , 1981 .

[6] J. Baras,et al. Estimation of traffic platoon structure from headway statistics , 1978, 1978 IEEE Conference on Decision and Control including the 17th Symposium on Adaptive Processes.

[7] H. Kunita,et al. Stochastic differential equations for the non linear filtering problem , 1972 .