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Digital synthesis of non-linear filters. (English) Zbl 0269.93070

MSC:
93E10 Estimation and detection in stochastic control theory
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[1] Bucy, R.S.; Joseph, P.D., Filtering for stochastic processes with application to guidance, (1968), Interscience New York · Zbl 0174.21903
[2] Bass, R.W.; Norum, V.D.; Schwartz, L., Optimal multichannel non-linear filtering, J. math. anal. applic., 16, 152-164, (1966) · Zbl 0144.39903
[3] Bellman, R.E.; Kagiwada, H.H.; Kalaba, R.E.; Sridhar, R., Invariant imbedding and nonlinear filtering theory, J. astron. sci, 13, 110-115, (1966)
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[5] Licht, B.W., Ph.D. thesis, (1970), Systems Research Center Case Institute of Technology
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[7] Bucy, R.S.; Geesey, R.A.; Senne, K.D., Passive receiver design via nonlinear filtering theory, (), 477-480
[8] Bucy, R.S., Nonlinear filtering, IEEE trans. aut. control, AC-10, 198, (1965)
[9] Senne, K.D.; Bucy, R.S., Digital realization of optimal discrete-time nonlinear estimators, (), 280-284 · Zbl 0269.93070
[10] Bucy, R.S., Linear and nonlinear filtering, (), 854-864
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[12] Lo, J.T., Finite dimensional sensor orbits and non-linear filtering, U.S.C. aerospace engineering report USCAE 114, (August (1969)), Aerospace Engineering, University of Southern California, Available as
[13] Hildebrandt, F.B., Methods of applied mathematics, (1952), Prentice Hall Englewood Cliffs, N.J., · Zbl 0049.09103
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