Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case (Q1640711)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case |
scientific article |
Statements
Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case (English)
0 references
14 June 2018
0 references
\(\mathcal{H}_2\) filtering
0 references
stochastic systems
0 references
exponential dichotomy
0 references