scientific article; zbMATH DE number 4018920

MaRDI QIDQ3030700zbMATH OpenFDO

Authors Harold J. Kushner, Wolfgang J. Runggaldier

Publication date 1987

zbMATH Keywords

ideal white noise excitationKalman filterwide bandwidth noise excitation

Mathematics Subject Classification ID

Martingales with continuous parameter (60G44) Diffusion processes (60J60) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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