Real-Time Solution of Time-Varying Yau Filtering Problems via Direct Method

Xiuqiong Chen Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Ji Shi Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China Stephen S.-T. Yau Department of Mathematical Sciences, Tsinghua University, Beijing, P.R. China

Numerical Analysis and Scientific Computing Optimization and Control Probability mathscidoc:1904.25008

IEEE Transactions on Automatic Control, 64, (4), 1648-1654, 2019.4
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@inproceedings{xiuqiong2019real-time,
  title={Real-Time Solution of Time-Varying Yau Filtering Problems via Direct Method},
  author={Xiuqiong Chen, Ji Shi, and Stephen S.-T. Yau},
  url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20190418160216973849250},
  booktitle={IEEE Transactions on Automatic Control},
  volume={64},
  number={4},
  pages={1648-1654},
  year={2019},
}
Xiuqiong Chen, Ji Shi, and Stephen S.-T. Yau. Real-Time Solution of Time-Varying Yau Filtering Problems via Direct Method. 2019. Vol. 64. In IEEE Transactions on Automatic Control. pp.1648-1654. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20190418160216973849250.
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