Abstract
The signal xt is a stochastic process satisfying the stochastic differential equation dx = f(x)dt+ dz, Observations y =g(x) +ξ are taken, where ξ is white noise. The exact dynamical equation for the mode of the conditional density of x, is derived and discussed. © 1967, IEEE. All rights reserved.
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CITATION STYLE
APA
Kushner, H. J. (1967). Nonlinear Filtering: The Exact Dynamical Equations Satisfied by the Conditional Mode. IEEE Transactions on Automatic Control, AC-12(3), 262–267. https://doi.org/10.1109/TAC.1967.1098582
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