Polynomial solution of 2D Kalman-Bucy filtering problem

DOI10.1109/9.256417MaRDI QIDQ4030738zbMATH OpenOpenAlexFDO

Authors Michael Sebek

Publication date 1 April 1993

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.256417

zbMATH Keywords

Kalman-Bucy filteringoptimal filterpolynomial methods

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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