Extending the theory of Liptser-Shiryaev filters (Q827963)
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 7294437
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Extending the theory of Liptser-Shiryaev filters |
scientific article; zbMATH DE number 7294437 |
Statements
Extending the theory of Liptser-Shiryaev filters (English)
0 references
14 January 2021
0 references
normal (Gaussian) filter
0 references
generalized Kalman-Bucy filter
0 references
stochastic system
0 references
suboptimal filtering
0 references
conditionally optimal Pugachev filtering
0 references
Liptser-Shiryaev filters
0 references
0 references
0.7596153616905212
0 references
0.758901834487915
0 references
