Nonlinear filtering theory

New Results in Linear Filtering and Prediction Theory

R. E. Kalman, R. S. Bucy · Journal of Basic Engineering · 1961 · 6.3K citations

Natural Sciences, Mathematics, Dynamical Systems +16

Conditional Markov Processes

R. L. Stratonovich · Theory of Probability and Its Applications · 1960 · 343 citations

Engineering, Mathematics, Probability Theory +11

On stochastic processes (I)

Kiyosi Itô · Japanese journal of mathematics · 1941 · 307 citations · Full text

Engineering, Mathematics, Probability Theory +11