The Kalman-Bucy filter for linear stochastic dynamic systems with discontinuous trajectories (Q2487880)
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scientific article; zbMATH DE number 2194318
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| English | The Kalman-Bucy filter for linear stochastic dynamic systems with discontinuous trajectories |
scientific article; zbMATH DE number 2194318 |
Statements
The Kalman-Bucy filter for linear stochastic dynamic systems with discontinuous trajectories (English)
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12 August 2005
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stochastic differential equations
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stochastic process
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linear filtering
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Ito-Skorokhod equations
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0.92618597
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0.91379523
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0.9137529
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0.91319627
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0.9011285
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0.9005631
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0.89969754
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