Robust Filtering for Correlated Multidimensional Oberservations.
Mathematische Zeitschrift, Tome 178 (1981), pp. 559-578.

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Mots-clés : robust filtering, correlated multidimensional observations, conditional distribution, multi-parameter flow
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     author = {R.J. Elliot and M. Kohlmann},
     title = {Robust {Filtering} for {Correlated} {Multidimensional} {Oberservations.}},
     journal = {Mathematische Zeitschrift},
     pages = {559--578},
     publisher = {mathdoc},
     volume = {178},
     year = {1981},
     zbl = {0458.60029},
     url = {http://geodesic.mathdoc.fr/item/MZ_1981__178_173123/}
}
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R.J. Elliot; M. Kohlmann. Robust Filtering for Correlated Multidimensional Oberservations.. Mathematische Zeitschrift, Tome 178 (1981), pp. 559-578. http://geodesic.mathdoc.fr/item/MZ_1981__178_173123/