Linear filtering with Ornstein-Uhlenbeck process as noise (Q2371221)

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Linear filtering with Ornstein-Uhlenbeck process as noise
scientific article

    Statements

    title
    Linear filtering with Ornstein-Uhlenbeck process as noise (English)
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    author
    Abhay G. Bhatt
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    published in
    Sādhanā
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    publication date
    2 July 2007
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    zbMATH Keywords
    linear filtering
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    Ornstein-Uhlenbeck process
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    optimal filter
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    Identifiers

    DOI
    10.1007/BF02719778
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    Mathematics Subject Classification ID
    93E03
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    93E11
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    60J65
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    zbMATH DE Number
    5169182
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