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

zbMATH Open0631.93072MaRDI QIDQ1095101FDOQ1095101

Authors: N. S. Demin 

Publication date: 1987

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

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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)

Cited In (11)

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• Title not available (Why is that?)
• An estimation problem for linear stochastic equations with memory
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• Filtering in stochastic dynamical systems when there is anomalous noise in the observation channel. II: Systems with a continuous-discrete observation channel
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• Discrete denoising for channels with memory
• Asymptotics of controlled finite memory filters.
• Linear filtering of systems with memory and application to finance
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