Filtering of stochastic processes in the case of continuous-discrete observation channels with memory

zbMath0631.93072MaRDI QIDQ1095101

N. S. Demin

Publication date: 1987

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

zbMATH Keywords

delaynonlinear filteringoptimal filtercontinuous-time

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Discrete-time control/observation systems (93C55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15)

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