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

9783642968440, 9783642968426

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The Stochastic Dynamic System

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

10.1007/978-3-642-96842-6_3 ◽

1985 ◽

pp. 80-99

Author(s):

Peter A. Ruymgaart ◽

Tsu T. Soong

Keyword(s):

Dynamic System ◽

Stochastic Dynamic ◽

Stochastic Dynamic System

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The Kalman-Bucy Filter

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

10.1007/978-3-642-96842-6_4 ◽

1985 ◽

pp. 100-153

Author(s):

Peter A. Ruymgaart ◽

Tsu T. Soong

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Calculus in Mean Square

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

10.1007/978-3-642-96842-6_2 ◽

1985 ◽

pp. 30-79

Author(s):

Peter A. Ruymgaart ◽

Tsu T. Soong

Keyword(s):

Mean Square

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Elements of Probability Theory

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

10.1007/978-3-642-96842-6_1 ◽

1985 ◽

pp. 1-29

Author(s):

Peter A. Ruymgaart ◽

Tsu T. Soong

Keyword(s):

Probability Theory

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A Theorem by Liptser and Shiryayev

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

10.1007/978-3-642-96842-6_5 ◽

1985 ◽

pp. 154-157

Author(s):

Peter A. Ruymgaart ◽

Tsu T. Soong

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Mathematics of Kalman-Bucy Filtering - Springer Series in Information SciencesLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

The Stochastic Dynamic System

The Kalman-Bucy Filter

Calculus in Mean Square

Elements of Probability Theory

A Theorem by Liptser and Shiryayev

Mathematics of Kalman-Bucy Filtering - Springer Series in Information Sciences
Latest Publications