On generalized Malliavin calculus
Lototsky, S.V., Rozovskii, B.L., Seleši, D.
Published in Stochastic processes and their applications (01.03.2012)
Published in Stochastic processes and their applications (01.03.2012)
Get full text
Journal Article
Nonlinear filtering revisited: a spectral approach. II
Lototsky, S.V., Mikulevicius, R., Rozovskii, B.L.
Published in Proceedings of 35th IEEE Conference on Decision and Control (1996)
Published in Proceedings of 35th IEEE Conference on Decision and Control (1996)
Get full text
Conference Proceeding
Separation of observations and parameters in nonlinear filtering
Mikulevicius, R., Rozovskii, B.L.
Published in Proceedings of 32nd IEEE Conference on Decision and Control (1993)
Published in Proceedings of 32nd IEEE Conference on Decision and Control (1993)
Get full text
Conference Proceeding
Fast nonlinear filter for continuous-discrete time multiple models
Lototsky, S.V., Chuanxia Rao, Rozovskii, B.L.
Published in Proceedings of 35th IEEE Conference on Decision and Control (1996)
Published in Proceedings of 35th IEEE Conference on Decision and Control (1996)
Get full text
Conference Proceeding