Nonlinear Filtering of Diffusion Processes: A Generic Example

Title : Nonlinear Filtering of Diffusion Processes: A Generic Example
Authors : [wpv-view name="author-view"]
Conference : 18th IEEE Conference on Decision and Control pp. 183-185
Date: December 01 - December 01, 1979

An analytical procedure is described for  treating a generic nonlinear filtering problem.

Download Full Paper