A discretization method in designing an optimal filter for systems with delay

zbMath0749.93077MaRDI QIDQ1178567

G. N. Mil'shtejn, S. A. P'yanzin

Publication date: 26 June 1992

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

zbMATH Keywords

white noise; stochastic evolution equations; discrete-time approximation; Ito equations

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93B51: Design techniques (robust design, computer-aided design, etc.)