Estimation of non-integral and integral quadratic functions in linear stochastic differential systems (Q5208520)

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scientific article; zbMATH DE number 7148827
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    Estimation of non-integral and integral quadratic functions in linear stochastic differential systems
    scientific article; zbMATH DE number 7148827

      Statements

      8 January 2020
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      stochastic system
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      state vector
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      random process
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      white noise
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      estimation
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      integral and non-integral functionals
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      quadratic form
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      Kalman filtering
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      Estimation of non-integral and integral quadratic functions in linear stochastic differential systems (English)
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