Mathematics of Kalman-Bucy Filtering - Springer Series in Information Sciences
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Published By Springer Berlin Heidelberg

9783540187813, 9783642733413

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A Theorem by Liptser and Shiryayev

Mathematics of Kalman-Bucy Filtering - Springer Series in Information Sciences ◽

10.1007/978-3-642-73341-3_5 ◽

1988 ◽

pp. 154-157

Author(s):

Peter A. Ruymgaart ◽

Tsu T. Soong

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The Kalman-Bucy Filter

Mathematics of Kalman-Bucy Filtering - Springer Series in Information Sciences ◽

10.1007/978-3-642-73341-3_4 ◽

1988 ◽

pp. 100-153

Author(s):

Peter A. Ruymgaart ◽

Tsu T. Soong

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The Stochastic Dynamic System

Mathematics of Kalman-Bucy Filtering - Springer Series in Information Sciences ◽

10.1007/978-3-642-73341-3_3 ◽

1988 ◽

pp. 80-99

Author(s):

Peter A. Ruymgaart ◽

Tsu T. Soong

Keyword(s):

Dynamic System ◽

Stochastic Dynamic ◽

Stochastic Dynamic System

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Elements of Probability Theory

Mathematics of Kalman-Bucy Filtering - Springer Series in Information Sciences ◽

10.1007/978-3-642-73341-3_1 ◽

1988 ◽

pp. 1-29

Author(s):

Peter A. Ruymgaart ◽

Tsu T. Soong

Keyword(s):

Probability Theory

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Calculus in Mean Square

Mathematics of Kalman-Bucy Filtering - Springer Series in Information Sciences ◽

10.1007/978-3-642-73341-3_2 ◽

1988 ◽

pp. 30-79

Author(s):

Peter A. Ruymgaart ◽

Tsu T. Soong

Keyword(s):

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