Convergence of filters with applications to the Kalman-Bucy case (Q4008339)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of filters with applications to the Kalman-Bucy case |
scientific article |
Statements
Convergence of filters with applications to the Kalman-Bucy case (English)
0 references
27 September 1992
0 references
convergence of conditional expectations
0 references
Kalman-Bucy filtering
0 references
asymptotically optimal estimate
0 references
stochastic difference equations
0 references
