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Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering
Abstract
Stochastic differential equations specifying dynamical structure of filters generating posterior probability distribution when inputs are time functions
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Citations
Cited by
Quantum Measurement and Control
Wiseman, H. M., & Milburn, G. J. (2009) · Cambridge University Press eBooks · doi:10.1017/cbo9780511813948 · Cited by 2,119
System identification—A survey
Åström, K. J., & Eykhoff, P. (1971) · Automatica · doi:10.1016/0005-1098(71)90059-8 · Cited by 1,495
Mutual Information and Minimum Mean-Square Error in Gaussian Channels
Guo, D., Shamai, S., & Verdu, S. (2005) · IEEE Transactions on Information Theory · doi:10.1109/tit.2005.844072 · Cited by 1,201
Exact finite-dimensional filters for certain diffusions with nonlinear drift
BeneŠ, V. E. (1981) · Stochastics · doi:10.1080/17442508108833174 · Cited by 416
Partitioning: A unifying framework for adaptive systems, I: Estimation
Lainiotis, D. G. (1976) · Proceedings of the IEEE · doi:10.1109/proc.1976.10284 · Cited by 338
Metadata
- Authors
- Wonham, W. M.
- Venue
- Journal of the Society for Industrial and Applied Mathematics Series A Control
- Published
- 1964-01
- Volume
- 2
- Issue
- 3
- Pages
- 347-369
- ISSN
- 0036-1402 (ISSN-L)
- 0887-4603
- OpenAlex
- W2099264463
- Cited by
- 423
- References
- 0
- FWCI
- 8.46
- Type
- journal article
- Language
- en
- Open access
- closed
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- CoChat. (2026). Citation check: Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering. https://app.cochat.ai/papers/10.1137/0302028
- The paper
- Wonham, W. M. (1964). Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering. Journal of the Society for Industrial and Applied Mathematics Series A Control. https://doi.org/10.1137/0302028
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
