Polynomial solution of 2D Kalman-Bucy filtering problem (Q4030738)
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scientific article; zbMATH DE number 147814
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| English | Polynomial solution of 2D Kalman-Bucy filtering problem |
scientific article; zbMATH DE number 147814 |
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Polynomial solution of 2D Kalman-Bucy filtering problem (English)
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1 April 1993
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Kalman-Bucy filtering
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polynomial methods
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optimal filter
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0.821053683757782
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0.7940514087677002
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