Multiplicative Kalman filtering
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Volume (Year): 20 (2011)
Issue (Month): 2 (August)
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- Chaleyat-Maurel, Mireille & Genon-Catalot, Valentine, 2006. "Computable infinite-dimensional filters with applications to discretized diffusion processes," Stochastic Processes and their Applications, Elsevier, vol. 116(10), pages 1447-1467, October.
- Genon-Catalot, Valentine, 2003. "A non-linear explicit filter," Statistics & Probability Letters, Elsevier, vol. 61(2), pages 145-154, January.
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