scientific article; zbMATH DE number 3905561

MaRDI QIDQ3683280zbMATH OpenFDO

Authors O. A. Glonti

Publication date 1985

zbMATH Keywords

stochastic integro-differential equationsconditionally Gaussianpartially observable processesclosed form the optimal filtering equations

Mathematics Subject Classification ID

Gaussian processes (60G15) Signal detection and filtering (aspects of stochastic processes) (60G35) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)

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