Nonlinear filter (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Nonlinear filter" in English language version.

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Moshe Zakai (1969), On the optimal filtering of diffusion processes. Zeitung Wahrsch., volume 11, pages 230–243. MR 242552 Zbl 0164.19201 doi:10.1007/BF00536382

books.google.com

Billings S.A. "Nonlinear System Identification: NARMAX Methods in the Time, Frequency, and Spatio-Temporal Domains". Wiley, 2013

doi.org

Moshe Zakai (1969), On the optimal filtering of diffusion processes. Zeitung Wahrsch., volume 11, pages 230–243. MR 242552 Zbl 0164.19201 doi:10.1007/BF00536382
Del Moral, Pierre (1998). "Measure Valued Processes and Interacting Particle Systems. Application to Non Linear Filtering Problems". Annals of Applied Probability. 8 (2) (Publications du Laboratoire de Statistique et Probabilités, 96-15 (1996) ed.): 438–495. doi:10.1214/aoap/1028903535.

inria.fr

hal.inria.fr

Damiano Brigo, Bernard Hanzon, and François LeGland (1998) A Differential Geometric approach to nonlinear filtering: the Projection Filter, IEEE Transactions on Automatic Control, volume 43, issue 2, pages 247–252.

nasa.gov

ntrs.nasa.gov

Kushner, Harold. (1967), Nonlinear filtering: The exact dynamical equations satisfied by the conditional mode. IEEE Transactions on Automatic Control, volume 12, issue 3, pages 262–267

projecteuclid.org

Del Moral, Pierre (1998). "Measure Valued Processes and Interacting Particle Systems. Application to Non Linear Filtering Problems". Annals of Applied Probability. 8 (2) (Publications du Laboratoire de Statistique et Probabilités, 96-15 (1996) ed.): 438–495. doi:10.1214/aoap/1028903535.

sciencedirect.com

Ruslan L. Stratonovich (1960), Conditional Markov Processes. Theory of Probability and Its Applications, volume 5, pages 156–178.

tandfonline.com

Chaleyat-Maurel, Mireille and Dominique Michel (1984), Des resultats de non existence de filtre de dimension finie. Stochastics, volume 13, issue 1+2, pages 83–102.

zbmath.org

Moshe Zakai (1969), On the optimal filtering of diffusion processes. Zeitung Wahrsch., volume 11, pages 230–243. MR 242552 Zbl 0164.19201 doi:10.1007/BF00536382