Discrete-Time Equivalent of Continuous-Time Filtering Processes (Q3921113)

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scientific article; zbMATH DE number 3733786
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    Discrete-Time Equivalent of Continuous-Time Filtering Processes
    scientific article; zbMATH DE number 3733786

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      Discrete-Time Equivalent of Continuous-Time Filtering Processes (English)
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      1981
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      continuous-time filtering processes
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      continuous-time Kalman filtering problem
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      finite time interval
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      discrete-time filtering problem
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      transition matrix
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      Hamiltonian system
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