Joint filtering of components of random sequences

MaRDI QIDQ1101401zbMATH OpenFDO

Authors A. K. Kapylov

Publication date 1987

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimal joint filteringrandom sequences

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11)

Recommendations

• scientific article; zbMATH DE number 4176952
• Expressing stochastic filters via number sequences
• Sequential parameter estimation and filtration of stochastic processes
• Filtration of components of processes of random evolution
• Filtering Processes with Random Structure in Discrete Time
• scientific article; zbMATH DE number 3521286
• A filtration of transformations of random sequences
• Filtering of continuous-time Markov chains
• Filtering a Markov Modulated Random Measure
• Sequential joint detection and estimation

This page was built for publication: Joint filtering of components of random sequences

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1101401)