Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations (Q380653)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6226965
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations |
scientific article; zbMATH DE number 6226965 |
Statements
Optimal linear filtering for systems of stochastic differential equations with Poisson perturbations (English)
0 references
14 November 2013
0 references
Kalman-Bucy filter
0 references
Riccati equation
0 references
optimal filter
0 references
Poisson perturbations
0 references
stochastic dynamic systems
0 references
0 references
0.801628828048706
0 references
