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Mortensen, R. E.

Maximum-likelihood recursive nonlinear filtering. (English) Zbl 0177.36004

J. Optimization Theory Appl. 2, 386-394 (1968).
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Cited in 3 Reviews
Cited in 46 Documents

Keywords:

ordinary differential equations
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References:

[1] Fisher, J. R.,Optimal Nonlinear Filtering, University of California at Los Angeles, Department of Engineering, Report No. 66-5, 1966.
[2] Bass, R. W., Norum, V. D., andSchwartz, L.,Optimal Multichannel Nonlinear Filtering, Journal of Mathematical Analysis and Applications, Vol. 16, No. 1, 1966. · Zbl 0144.39903
[3] Schwartz, L.,Approximate Continuous Nonlinear Minimal-Variance Filtering, University of California at Los Angeles, Department of Engineering, Report No. 67-17, 1967. · Zbl 0202.18101
[4] Kushner, H. J.,Approximations to Nonlinear Filters, Paper presented at the Joint Automatic Control Conference, Philadelphia, Pennsylvania, 1967.
[5] Carney, T. M., andGoldwyn, R. M.,Numerical Experiments with Various Optimal Estimators, Journal of Optimization Theory and Applications, Vol. 1, No. 2, 1967. · Zbl 0158.17704
[6] Cox, H.,Estimation of State Variables via Dynamic Programming, Paper presented at the Joint Automatic Control Conference, Stanford, California, 1964.
[7] Detchmendy, D. M., andSridhar, R.,Sequential Estimation of States and Parameters in Noisy Nonlinear Dynamical Systems, Paper presented at the Joint Automatic Control Conference, Troy, New York, 1965.
[8] Kushner, H. J.,Nonlinear Filtering: The Exact Dynamical Equations Satisfied by the Conditional Mode, IEEE Transactions on Automatic Control, Vol. AC-12, No. 3, 1967. · Zbl 0158.16801
[9] Mortensen, R. E.,Continuous Time Stochastic Problems, University of California at Los Angeles, Engineering Extension Series, Mimeographed Lecture Notes, 1966-1967.
[10] Athans, M., andFalb, P.,Optimal Control, Chapter 9, McGraw-Hill Book Company, New York, 1966. · Zbl 0196.46303
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