Conditionally optimal estimation in stochastic differential systems

DOI10.1016/0005-1098(82)90057-7MaRDI QIDQ594471zbMATH OpenOpenAlexFDO

Authors V. S. Pugachev

Publication date 1982

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0005-1098(82)90057-7

zbMATH Keywords

conditionally optimal estimationconfidence regionsoptimal estimationsecond order moment of the error

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Markov processes: estimation; hidden Markov models (62M05) Filtering in stochastic control theory (93E11)

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Cited in

(1)

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