Kalman Filtering with Random Coefficients and Contractions
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Publication:3138076
DOI10.1137/0331041zbMath0785.93040OpenAlexW1981984734MaRDI QIDQ3138076
Publication date: 13 April 1994
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0331041
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Signal detection and filtering (aspects of stochastic processes) (60G35) Ordinary differential equations and systems with randomness (34F05)
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