Maximum-likelihood approach to the optimal filtering of distributed-parameter systems

A New Representation for Stochastic Integrals and Equations

1966 • 549 citations

On the estimation of state variables and parameters for noisy dynamic systems

1964 • 466 citations

Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering

1964 • 435 citations

A Second-order Gradient Method for Determining Optimal Trajectories of Non-linear Discrete-time Systems

1966 • 323 citations

Dynamic programming and the calculus of variations

1960 • 294 citations

Stability conditions in the numerical treatment of parabolic differential equations

1953 • 282 citations

A solution of the smoothing problem for linear dynamic systems

1966 • 216 citations

Optimal filtering, smoothing and prediction in linear distributed-parameter systems

1968 • 87 citations

Estimation of the state of a nonlinear process in the presence of nongaussian noise and disturbances

1966 • 53 citations

Optimal control of a class of linear stochastic distributed-parameter systems

1968 • 36 citations

Concerning optimal filtering theory of linear distributed-parameter systems

1968 • 32 citations

Differential dynamic-programming approach to optimal nonlinear distributed-parameter control systems

1969 • 11 citations

The Equivalence of Optimum Transducers and Sufficient and Most Efficient Statistics

1953 • 8 citations

Analysis of linear distributed systems with random parameters and inputs

1963 • 3 citations