A conditionally almost linear filtering problem with non-gaussian initial condition<sup>∗</sup> (Q3782530)
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scientific article; zbMATH DE number 4044867
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| English | A conditionally almost linear filtering problem with non-gaussian initial condition<sup>∗</sup> |
scientific article; zbMATH DE number 4044867 |
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A conditionally almost linear filtering problem with non-gaussian initial condition<sup>∗</sup> (English)
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1988
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finite-dimensional filters
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filtering problems
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correlation between the signal and the observation noise
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0.8606702089309692
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0.8588300943374634
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0.8192392587661743
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0.8020440936088562
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