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]
@article{YauY08-1,
title = {Real Time Solution of the Nonlinear Filtering Problem without Memory II},
author = {Shing-Tung Yau and Stephen S.-T. Yau},
year = {2008},
doi = {10.1137/050648353},
url = {http://dx.doi.org/10.1137/050648353},
researchr = {https://researchr.org/publication/YauY08-1},
cites = {0},
citedby = {0},
journal = {SIAM J. Control and Optimization},
volume = {47},
number = {1},
pages = {163-195},
}