Optimal evaluation in dynamic systems having waveform disturbances

zbMath0568.93060MaRDI QIDQ1061079

B. George

Publication date: 1984

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

Gaussian white noise; conditional Markov processes; filter equations; optimal rms estimate; systems with waveform disturbances

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

93E11: Filtering in stochastic control theory

60J25: Continuous-time Markov processes on general state spaces

93E10: Estimation and detection in stochastic control theory

93C05: Linear systems in control theory

60G35: Signal detection and filtering (aspects of stochastic processes)