Classification of Estimation Algebras with State Dimension 2
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Publication:3440251
DOI10.1137/S036301290443991XzbMath1116.93052MaRDI QIDQ3440251
Xi Wu, Stephen Shing-Toung Yau
Publication date: 22 May 2007
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Signal detection and filtering (aspects of stochastic processes) (60G35) Applications of stochastic analysis (to PDEs, etc.) (60H30) Second-order elliptic equations (35J15)
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