A uniform convergence theorem for the numerical solving of the nonlinear filtering problem

Novel approach to nonlinear/non-Gaussian Bayesian state estimation

1993 • 7,442 citations

Exact finite-dimensional filters for certain diffusions with nonlinear drift

1981 • 427 citations

Conditional Markov Processes

1960 • 336 citations

Asymptotic behavior of the nonlinear filtering errors of Markov processes

1971 • 182 citations

Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition

1996 • 127 citations