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

zbMATH Open0923.60076MaRDI QIDQ1286552FDOQ1286552

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)

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zbMATH Keywords

observationconditional interpolation

Mathematics Subject Classification ID

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

Cited In (2)

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

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