An estimation problem for linear stochastic equations with memory

DOI10.1007/BF01082694MaRDI QIDQ4007463zbMATH OpenOpenAlexFDO

Authors

Publication date 27 September 1992

Published in Cybernetics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01082694

zbMATH Keywords

Gaussian stochastic processoptimal estimation of solutions of linear equations with memory

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic analysis (60H99)

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Cites work

• scientific article; zbMATH DE number 3886816 (Why is no real title available?)
• scientific article; zbMATH DE number 3904474 (Why is no real title available?)
• scientific article; zbMATH DE number 3609557 (Why is no real title available?)
• On the existence and uniqueness of solutions of stochastic integral equations of the Volterra type

Cited in

(4)

• Sequential identification of linear dynamic systems with memory
• Estimation of the solutions of linear stochastic integral equations
• States estimate of hereditary stochastic systems
• scientific article; zbMATH DE number 939662 (Why is no real title available?)

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