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J-GLOBAL ID：201302248611713858 Reference number：13A0383406
On non-linear filtering problems for discrete time stochastic processes
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Author (2)：
OKABE Y
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MATSUURA M
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Material：
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN
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Volume：
57
Issue：
4
Page：
1067-1076
Publication year：
2005
JST Material Number：
O3164A
ISSN：
0025-5645
Document type：
Article
Country of issue：
Other (ZZZ)
Language：
ENGLISH (EN)
Reference (18)：
CARRAVETTA, F. Polynomial filtering for linear discrete time non-Gaussian systems. SIAM J. Control Optim. 1996, 34, 1666-1690
KALMAN, R. E. A new approach to linear filtering and prediction problems. Trans. ASME J. Basic Eng., D. 1960, 82, 35-45
KALMAN, R. E. New results in linear filtering and prediction theory. Trans. ASME J. Basic Eng., D. 1961, 83, 95-108
MASANI, P. Non-linear prediction. Probability and Statistics. 1959, The Harald Cramer, 190-212
MATSUURA, M. On a non-linear prediction problem for one-dimensional stochastic processes. Japan. J. Math. 2001, 27, 1, 51-112
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