Filtering problems with exponential criteria for general Gaussian signals (Q3190954)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering problems with exponential criteria for general Gaussian signals |
scientific article |
Statements
19 September 2014
0 references
Gaussian process
0 references
optimal filtering
0 references
filtering error
0 references
Riccati-Volterra equation
0 references
risk-sensitive filtering
0 references
exponential criteria
0 references
math.PR
0 references
