Linear and nonlinear filtering theory

Richard S. Bucy

ResearchPublished 1965

The text of a talk on problems of filtering theory. It is a review of the linear theory and some of the recent fundamental advances in the nonlinear theory. Open and interesting problems in the nonlinear theory are discussed.

Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1965
  • Pages: 17
  • Document Number: RM-4735-PR

Citation

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Bucy, Richard S., Linear and nonlinear filtering theory. Santa Monica, CA: RAND Corporation, 1965. https://www.rand.org/pubs/research_memoranda/RM4735.html.
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