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scientific article; zbMATH DE number 6103321
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| English | No label defined |
scientific article; zbMATH DE number 6103321 |
Statements
8 November 2012
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smooth vector-valued functions
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unknown \(\mathbb{R}^n\)-valued signal
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unnormalized conditional probability density
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stochastic partial differential equation
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Gaussian initial distribution
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finite-dimensional recursive filters
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state process
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conditional density
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stochastic differential equations
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decay estimate
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standard Wiener processes
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Kalman filter
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Kalman-Bucy filter
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orthogonal matrix
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finite-dimensional filter
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noisy measurements
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0.8385582
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0.8350925
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0.81765693
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0.81191397
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