Dynamical equations for optimal nonlinear filtering

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

On the Convergence of Ordinary Integrals to Stochastic Integrals

Eugene Wong, Moshe Zakai · The Annals of Mathematical Statistics · 1965 · 696 citations · Full text

Engineering, Mathematics, Probability Theory +13

A New Representation for Stochastic Integrals and Equations

R. L. Stratonovich · SIAM Journal on Control · 1966 · 588 citations

Engineering, Mathematics, Physics +14

Some Applications of Stochastic Differential Equations to Optimal Nonlinear Filtering

W.M. Wonham · Journal of the Society for Industrial and Applied Mathematics Series A Control · 1964 · 435 citations

Engineering, Mathematics, Dynamical Systems +16

Conditional Markov Processes

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

Engineering, Mathematics, Probability Theory +11