Boundary value problems arising in Kalman filtering

DOI10.1155/2008/279410zbMath1158.93030OpenAlexW1980466111WikidataQ59217262 ScholiaQ59217262MaRDI QIDQ1009391

Sinem Ertürk, Zeka Mazhar, Agamirza E. Bashirov

Publication date: 31 March 2009

Published in: Boundary Value Problems (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/55251

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Control/observation systems governed by ordinary differential equations (93C15)

Related Items

Linear filtering for wide band noise driven observation systems ⋮ Delay structure of wideband noises with application to filtering problems ⋮ Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems

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