Robert J. Elliott
- Discrete-Time Nonlinear Filtering Algorithms Using Gauss–Hermite Quadrature
2007/05/01 by Ienkaran Arasaratnam, S. Haykin, Simon Haykin +1 · 22 citations
Computer Science · Earth and Planetary Sciences · #Target Tracking and Data Fusion in Sensor Networks #Bayesian Methods and Mixture Models #Underwater Acoustics Research
- Control of partially observed diffusions
1991/12/01 by R. J. Elliott, Robert J. Elliott, H. Yang +1 · 1 citation
Computer Science · Mathematics · #Advanced Mathematical Modeling in Engineering #Nonlinear Partial Differential Equations #Numerical methods in inverse problems
- Solutions of Backward Stochastic Differential Equations on Markov Chains
2008/09/30 by Samuel N. Cohen, Robert J. Elliott, Cohen, Samuel N. +1 · 1 citation
Decision Sciences · #Simulation Techniques and Applications