106. 

R.J. Elliott. "Filtering with two sided filtrations", In Applied Stochastic Analysis (M.H.A. Davis and R.J. Elliott, eds.) Gordon and Breach, New York, London (1991): 523-535.

107. 

R.J. Elliott. "Martingales associated with finite Markov chains", Seminar on Stochastic Processes, 1990 (E. Cinlar, R. Williams and P. Fitzsimmons, eds.) Birhauser, Boston, (1991): 161-172.

108. 

R.J. Elliott and A.H. Tsoi. "Integration by parts for the single jump process", Statistics and Probability Letters 12 (1991): 363-370.

109. 

R.J. Elliott and H. Yang. "The control of partially observed diffusions", Journal of Optimization Theory and Applications 71 (1991): 485-501.

110. 

M.H.A. Davis, M.A.H. Dempster and R.J. Elliott. "On the value of information in controlled diffusion processes", Liber Amicorum for M. Zakai, Academic Press (1991): 125-138.

111. 

R.J. Elliott, D. Sworder and T.J. Taylor. "A non-Markov finite dimensional filter", 25th I.E.E.E. Asilomar Conference in Signals Systems and Computers, November 1991, I.E.E.E. Computer Society, Maple Press (1992): 180-184.

112. 

R.J. Elliott and D. Sworder. "Control of a hybrid conditionally linear Gaussian process", Journal of Optimization Theory and Applications 74 (1992): 75-85.

113. 

R.J. Elliott and H. Yang. "Forward and backward equations for an adjoint process", Festschrift for G. Kallianpur, Springer-Verlag, Berlin-Heidelberg-New York (1992): 61-70.

114. 

R.J. Elliott. "A partially observed control problem for Markov chains", Applied Mathematics and Optimization 25 (1992): 151-169.

115. 

L. Aggoun and R.J. Elliott. "Finite dimensional pictors for hidden Markov chains", Systems & Control Letters 19 (1992): 335-340.

116. 

R.J. Elliott. "Finite dimensional filters related to Markov chains", Lecture Notes in Control and Information Sciences (T. Duncan and B. Pasik-Duncan, eds.) Springer-Verlag 184 (1992): 140-160.

117. 

M. James, J. Baras and R.J. Elliott. "Output feedback risk sensitive control and differential games for continuous time nonlinear systems", 32nd I.E.E.E. Conference on Decision and Control, I.E.E.E. Press (1993): 3357-3360.

118. 

R.J. Elliott. "A general recursive discrete time filter", Journal of Applied Probability 30 (1993): 575-588.

119. 

R.J. Elliott and A.H. Tsoi. "Integration by parts for the Poisson processes" Journal of Multivariate Analysis 44 (1993): 179-190.

120. 

R.J. Elliott. "New finite dimensional filters and smoothers for noisily observed Markov chains", I.E.E.E. Transactions on Information Theory 39 (1993): 265-271.

121. 

R.J. Elliott and J.B. Moore. "Discrete time partially observed control", In Differential Equations, Dynamical Systems and Control Science, A Festschrift in Honor of Lawrence Markus, (D. Elworthy, W.N. Everitt and E.B. Lee, eds.) Marcel Dekker, New York (1993): 481-490.

122. 

R.J. Elliott and J.B. Moore. "Discrete time control under a reference measure", IFAC Congress, Sydney, Pergamon Press, Oxford 1 (1993): 157-160.

123. 

L. Aggoun, R.J. Elliott and J.B. Moore. "Adjoint processes for Markov chains observed in Gaussian noise", 26th I.E.E.E. Asilomar Conference on Signals, Systems & Computers, I.E.E.E. Computer Society Press (1993): 396-399.

124. 

V. Krishnamurthy and R.J. Elliott. "A parallel filte-based EM algorithm for hidden Markov model and sinusoidal drift parameter estimation", 32nd I.E.E.E. Conference on Decision & Control, San Antonio, Texas, December 15-17, 1993 (1993): 726-731.

125. 

L. Aggoun and R.J. Elliott. "A jump process filter", 27th Asilomar Conference in Signals, Systems and Computers I.E.E.E. Computer Society Press (1994): 682-684.

126. 

L. Aggoun, A. Bensoussan, R.J. Elliott and J.B. Moore. "Finite dimensional exponential LQG control", 1994 American Automatic Control Conference, Baltimore 2 (1994): 1479-1483.

127. 

R.J. Elliott and M. Kohlmann. "A second order minimum principle and adjoint process", Stochastics & Stochastics Reports 46 (1994): 25-39.

128. 

R.J. Elliott and H. Yang. "How to count and guess well: Discrete adaptive filters", Applied Mathematics and Optimization 30 (1994): 51-78.

129. 

R.J. Elliott. "Exact adaptive filters for Markov chains observed in Gaussian noise", Automatica 30 (1994): 1399-1408.

130. 

R.J. Elliott and J.B. Moore. "Recursive parameter estimation for partially observed Markov chains", 27th I.E.E.E. Asilomar Conference on Signals, Systems & Computers I.E.E.E. Computer Society Press (1994): 1628-1632

131. 

R.J. Elliott. "Measure change estimates for hidden Markov models", Systems & Control Letters 22 (1994): 149-157.

132. 

R.J. Elliott and L. Aggoun. "Estimation for hidden Markov random fields", Journal of Statistical Planning and Inference 50 (1996): 343-351.

133. 

R.J. Elliott and L. Aggoun. "Estimation for discrete Markov random fields observed in Gaussian noise", I.E.E.E. Transactions on Information Theory 40 (1994): 1600-1603.

134. 

M. James, J. Baras and R.J. Elliott. "Risk-sensitive control and dynamic games for partially observed discrete-time nonlinear systems", I.E.E.E. Transactions on Automatic Control 39 (1994): 780-792.

135. 

L. Aggoun and R.J. Elliott. "Celestial signal estimation", Stochastic Analysis and Applications 12 (1994): 399-407.

136. 

R.J. Elliott. "Recursive estimation for hidden Markov models: A dependent case", Stochastic Analysis and Applications 13 (1995): 437-460.

137. 

L. Aggoun and R.J. Elliott. "Finite dimensional models for hidden Markov chains", Advances in Applied Probability 27 (1995): 146-160.

138. 

V. Krishnamurthy and R.J. Elliott. "A filte EM algorithm for joint hidden Markov model and sinusoidal parameter estimation", I.E.E.E. Transactions on Signal Processing 43 (1995): 353-358.

139. 

R.J. Elliott and L. Aggoun. "M.A.P. estimation using measure change for continuous state random fields", Systems and Control Letters 26 (1995): 239-244.

140. 

A. Bensoussan and R.J. Elliott. "A finite dimensional risk sensitive control problem", S.I.A.M. Journal of Control and Optimization 33 (1995): 1834-1846.

141. 

L. Aggoun, A. Bensoussan, R.J. Elliott and J.B. Moore. "Finite dimensional quasi-linear risk sensitive control", Systems and Control Letters 25 (1995): 151-157.

142. 

M. Kent, D. Sworder and R.J. Elliott. "GMSK for mobile communication", 28th I.E.E.E. Asilomar Conference on Signals, Systems & Computers, October 1994 I.E.E.E. Computer Society Press, (1995): 455-459.

143. 

V. Benes and R.J. Elliott. "Finite dimensional risk sensitive information states". I.F.A.C. Symposium on Nonlinear Control System Design, Lake Tahoe, CA, June 1995 (1995): 471-476.

144. 

F. Dufour, R.J. Elliott and A. Tsoi. "Asymptotic study of estimation in filtering for linear systems with jump parameters", I.E.E.E. Conference on Decision and Control. New Orleans, December 1995 I.E.E.E. Press, Piscataway, NJ (1995): 3349-3353.

145. 

J. Baras, A. Bensoussan and R.J. Elliott. "Some results on risk sensitive control with partial information", I.E.E.E. Conference on Decision and Control, New Orleans, December 1995 I.E.E.E. Press, Piscataway, NJ (1995): 2853-2857.

146. 

C. Charalambous and R.J. Elliott. "Examples of optimal control for nonlinear stochastic control problems with partial information", I.E.E.E. Control and Decision Conference, New Orleans, December 1995. I.E.E.E. Press, Piscataway, NJ (1995): 2187-2192.

147. 

C. Charalambous and R.J. Elliott. "Remarks on the explicit solutions for nonlinear partially observable stochastic control problems and relations to H infinity, or robust, control", 34th I.E.E.E. Conference on Decision and Control, New Orleans, December 1995, I.E.E.E. Press, Piscataway, NJ (1995): 2858-2863.

148. 

L. Aggoun, R.J. Elliott and J.B. Moore. "A measure change derivation of continuous state Baum-Welch estimators", Journal of Mathematical Systems, Estimation & Control 5 (1995), 359-362.

Stochastic Filtering and Applications 1995-