Optimal evaluation in dynamic systems having waveform disturbances
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Publication:1061079
zbMath0568.93060MaRDI QIDQ1061079
Publication date: 1984
Published in: Automation and Remote Control (Search for Journal in Brave)
Gaussian white noise; conditional Markov processes; filter equations; optimal rms estimate; systems with waveform disturbances
62M20: Inference from stochastic processes and prediction
93E11: Filtering in stochastic control theory
60J25: Continuous-time Markov processes on general state spaces
93E10: Estimation and detection in stochastic control theory
93C05: Linear systems in control theory
60G35: Signal detection and filtering (aspects of stochastic processes)