Solution of the Zakai equation by separation of variables (Q3774651)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solution of the Zakai equation by separation of variables |
scientific article |
Statements
Solution of the Zakai equation by separation of variables (English)
0 references
1987
0 references
unnormalized conditional density
0 references
Zakai equation
0 references
Kalman-Bucy filter
0 references
Beneš filter
0 references
