Accuracy bounds for the solution of the linear optimal filtering problem in the presence of colored noise in the observations

DOI10.1007/BF01128354zbMath0805.93055MaRDI QIDQ1324107

M. V. Kolos, I. V. Kolos

Publication date: 19 October 1994

Published in: Computational Mathematics and Modeling (Search for Journal in Brave)

zbMATH Keywords

renewalmultidimensional signal

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (2)

On one convolution equation in the theory of filtration of random processes ⋮ On a transformation of integral equations

Cites Work

• Differential properties of real and complex functions

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