On linear filtering under dependent white noises

DOI10.1080/17442509108833686MaRDI QIDQ3971878zbMATH OpenOpenAlexWikidataFDO

Authors Agamirza Bashirov, L. R. Mishne

Publication date 25 June 1992

Published in Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/17442509108833686

zbMATH Keywords

correlated noiseslinear filtering problemsmild evolution operators

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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