Real Time Solution of the Nonlinear Filtering Problem without Memory II

Shing-Tung Yau, Stephen S.-T. Yau. Real Time Solution of the Nonlinear Filtering Problem without Memory II. SIAM J. Control and Optimization, 47(1):163-195, 2008. [doi]

Authors

Shing-Tung Yau

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Stephen S.-T. Yau

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