scientific article; zbMATH DE number 3967577

MaRDI QIDQ3733888zbMATH OpenFDO

Authors J. Szpirglas

Publication date 1984

zbMATH Keywords

filteringKallianpur-Striebel formulaZakai equation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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• Separation principle for impulse control with partial information
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