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- Q6448080 subject Q10024113.
- Q6448080 subject Q7013146.
- Q6448080 subject Q7035969.
- Q6448080 subject Q8806217.
- Q6448080 abstract "In filtering theory the Kushner equation (after Harold Kushner) is an equation for the conditional probability density of the state of a stochastic non-linear dynamical system, given noisy measurements of the state. It therefore provides the solution of the nonlinear filtering problem in estimation theory. The equation is sometimes referred to as the Stratonovich–Kushner (or Kushner–Stratonovich) equation. However, the correct equation in terms of Itō calculus was first derived by Kushner although a more heuristic Stratonovich version of it appeared already in Stratonovich's works in late fifties. However, the derivation in terms of Itō calculus is due to Richard Bucy.".
- Q6448080 wikiPageWikiLink Q10024113.
- Q6448080 wikiPageWikiLink Q1056809.
- Q6448080 wikiPageWikiLink Q1376021.
- Q6448080 wikiPageWikiLink Q176737.
- Q6448080 wikiPageWikiLink Q207522.
- Q6448080 wikiPageWikiLink Q327069.
- Q6448080 wikiPageWikiLink Q4316763.
- Q6448080 wikiPageWikiLink Q4443437.
- Q6448080 wikiPageWikiLink Q5449244.
- Q6448080 wikiPageWikiLink Q5661198.
- Q6448080 wikiPageWikiLink Q6036164.
- Q6448080 wikiPageWikiLink Q638328.
- Q6448080 wikiPageWikiLink Q7013146.
- Q6448080 wikiPageWikiLink Q7035969.
- Q6448080 wikiPageWikiLink Q8064995.
- Q6448080 wikiPageWikiLink Q846780.
- Q6448080 wikiPageWikiLink Q8806217.
- Q6448080 wikiPageWikiLink Q947053.
- Q6448080 comment "In filtering theory the Kushner equation (after Harold Kushner) is an equation for the conditional probability density of the state of a stochastic non-linear dynamical system, given noisy measurements of the state. It therefore provides the solution of the nonlinear filtering problem in estimation theory. The equation is sometimes referred to as the Stratonovich–Kushner (or Kushner–Stratonovich) equation.".
- Q6448080 label "Kushner equation".