Adaptive filtering of components of Markov processes

zbMath0321.93047MaRDI QIDQ1223260

N. A. Kuznetsov, A. V. Lubkov

Publication date: 1975

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

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

93C40: Adaptive control/observation systems

93E10: Estimation and detection in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

60J99: Markov processes

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