The innovations approach to space-time filtering and smoothing

DOI10.1016/S0020-0255(72)80011-2zbMATH Open0239.93025OpenAlexW2085214147MaRDI QIDQ2553335FDOQ2553335

Authors: G. R. V. Kumar, Andrew P. Sage 

Publication date: 1972

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0020-0255(72)80011-2

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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• Control of stochastic distributed-parameter systems
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• The broadened principle of the maximum for optimal control problems
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