Conditionally optimal fixed-point interpolation of processes in stochastic differential systems

MaRDI QIDQ1286552zbMATH OpenFDO

Authors O. Menko, I. N. Sinitsyn, V. I. Shin

Publication date 25 October 1999

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

zbMATH Keywords

observationconditional interpolation

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)

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Cited in

(2)

• Conditionally optimal interpolation of random processes defined by stochastic differential equations
• Optimal Interpolation for Linear Stochastic Systems

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