Robust continuous-time smoothers without two-sided stochastic integrals

DOI10.1109/TAC.2002.804481zbMath1364.93775OpenAlexW2565588048MaRDI QIDQ5267016

Vikram Krishnamurthy, Robert J. Elliott

Publication date: 20 June 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2002.804481

Mathematics Subject Classification ID

Point estimation (62F10) Estimation and detection in stochastic control theory (93E10) Stochastic integrals (60H05)

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