On the Linear-Exponential Filtering Problem for General Gaussian Processes (Q3648547)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Linear-Exponential Filtering Problem for General Gaussian Processes |
scientific article |
Statements
On the Linear-Exponential Filtering Problem for General Gaussian Processes (English)
0 references
27 November 2009
0 references
Gaussian process
0 references
optimal filtering
0 references
Riccati-Volterra equation, risk- sensitive filtering
0 references
exponential criteria
0 references