Publication:3759590

zbMath0622.60002MaRDI QIDQ3759590

R. E. Mortensen

Publication date: 1987

zbMATH Keywords

Monte Carlo simulation; Karhunen-Loève expansion; random mechanics; Discrete-time Kalman filtering; Gaussian and second-order processes

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60G10: Stationary stochastic processes

60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory

60G35: Signal detection and filtering (aspects of stochastic processes)

93-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory

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