scientific article; zbMATH DE number 3815476

MaRDI QIDQ3663119zbMATH OpenFDO

Authors Roger W. Brockett

Publication date 1981

zbMATH Keywords

asymptotic methodscorrelation functionoptimal state estimators

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

Cited in

(1)

• A bound approach to asymptotic optimality in non-linear filtering of diffusion processes

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