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

MaRDI QIDQ1095101zbMATHFDO

Authors N. S. Demin

Publication date 1987

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

zbMATH Keywords

delaycontinuous-timenonlinear filteringoptimal filter

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) 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)

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