Sur le filtre de Kalman-Bucy en temps continu

Michel Valadier

ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique (1972)

  • Volume: 6, Issue: R2, page 9-22
  • ISSN: 0764-583X

How to cite

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Valadier, Michel. "Sur le filtre de Kalman-Bucy en temps continu." ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique 6.R2 (1972): 9-22. <http://eudml.org/doc/193218>.

@article{Valadier1972,
author = {Valadier, Michel},
journal = {ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique},
language = {fre},
number = {R2},
pages = {9-22},
publisher = {Dunod},
title = {Sur le filtre de Kalman-Bucy en temps continu},
url = {http://eudml.org/doc/193218},
volume = {6},
year = {1972},
}

TY - JOUR
AU - Valadier, Michel
TI - Sur le filtre de Kalman-Bucy en temps continu
JO - ESAIM: Mathematical Modelling and Numerical Analysis - Modélisation Mathématique et Analyse Numérique
PY - 1972
PB - Dunod
VL - 6
IS - R2
SP - 9
EP - 22
LA - fre
UR - http://eudml.org/doc/193218
ER -

References

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  1. BARRA ( J. R.), Notions fondamentales de statistique mathématique, Dunod, 1971. Zbl0257.62004MR402992
  2. BENSOUSSAN ( A.), Identification et filtrage, Thèse, Paris, Publiée dans Cahier de l'IRIA, 1969, n° 1. Zbl0264.93027
  3. BENSOUSSAN ( A.), Filtrage optimal des systèmes linéaires, Dunod, 1971. Zbl0231.93022
  4. BOURBAKI ( N.), Intégration, Chap. 9, 1re éd., 1969. 
  5. FAURRE ( P.), Navigation inertielle optimale et filtrage statistique, Dunod, 1971. 
  6. NEVEU ( J.), Bases mathématiques du calcul des probabilités, Masson, 1964. Zbl0137.11203MR198504
  7. WONHAM ( W. M.), Rondom differential equations in control theory. Probabilistic methods in applied mathematics. Ed. Barucha-Reid. Academic Press, p. 131-212. Zbl0235.93025MR261732

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