Parameter uncertainty in the Kalman-Bucy filter (Q5232198)
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 7100159
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parameter uncertainty in the Kalman-Bucy filter |
scientific article; zbMATH DE number 7100159 |
Statements
Parameter Uncertainty in the Kalman--Bucy Filter (English)
0 references
30 August 2019
0 references
Kalman-Bucy filter
0 references
parameter uncertainty
0 references
nonlinear expectation
0 references
optimal control
0 references
HJB equation
0 references
0 references
0 references
0 references
0 references
0.83604496717453
0 references
0.8243509531021118
0 references
0.8076069355010986
0 references
0.8032022714614868
0 references
0.7989203929901123
0 references
