Filtering of processes with independent increments

DOI10.1007/BF01057479MaRDI QIDQ1066549zbMATH OpenOpenAlexFDO

Authors A. Yu. Shevlyakov

Publication date 1984

Published in Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01057479

zbMATH Keywords

characteristic functionscomponentobservablemean-square best estimateunobservable component

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99)

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Cited in

(2)

• On filtered binary processes
• Couplings for processes with independent increments

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