Preview
Unable to display preview. Download preview PDF.
References
R.S. Lipster and A.N. Shiryayev: "Statistics of Random Processes," Springer-Verlag, New York, 1978.
L. Gross: Harmonic Analysis on Hilbert Space, Memoirs of the American Mathmatical Society, 1963.
V. Sazonov: A Remark on Characteristic Functions, Theory of Probability and Applications, 1958.
A.V. Balakrishnan: On Stochastic Bang-Bang Control, Int. Symp. on Stochastic Differential Systems, Vilnius, August, 1978, Proceedings (to be published by Springer-Verlag, 1979).
A.V. Balakrishnan: Stochastic Bilinear Partial Differential Equations, in "Variable Structure Systems," edited by R. Mohler and A. Ruberti, Springer-Verlag, 1975.
A.V. Balakrishnan: Radon-Nikodym Derivatives of a Class of Weak Distributions of Hilbert Spaces, Journal of Applied Mathematics and Optimization, vol. 3, 1977, 209–225.
I.M. Gelfand and N. Ya. Vilenkin: "Generalized Functions, Vol. IV", Academic Press, 1964.
A.V. Balakrishnan: Likelihood Ratios for Signals in Additive White Gaussian Noise, Journal of Applied Mathematics and Optimization, vol.3, 1977, 341–356.
K.W. Iliff: "Identification and Stochastic Control with Application to Flight Control in Turbulence," Dissertation UCLA, 1973 (UCLA-ENG-7340, 1973).
A.V. Balakrishnan: Non-Linear White Noise Theory, in "Multivariate Analysis V," edited by P.R. Krishnaiah, Academic Press, 1979.
I. Gikhman and A.V. Skhorokhod: "Stochastic Differential Equations," Springer-Verlag, 1970.
Author information
Authors and Affiliations
Editor information
Rights and permissions
Copyright information
© 1979 Springer-Verlag
About this paper
Cite this paper
Balakrishnan, A.V. (1979). White noise models in non-linear filtering and control. In: Kohlmann, M., Vogel, W. (eds) Stochastic Control Theory and Stochastic Differential Systems. Lecture Notes in Control and Information Sciences, vol 16. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0009373
Download citation
DOI: https://doi.org/10.1007/BFb0009373
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-09480-7
Online ISBN: 978-3-540-35211-2
eBook Packages: Springer Book Archive