scientific article; zbMATH DE number 4009443

MaRDI QIDQ3759620zbMATHFDO

Authors V. S. Pugachev, I. N. Sinitsyn, V. I. Shin

Publication date 1987

zbMATH Keywords

filteringIto equationoptimal estimation problemmixed difference-differential systemoptimal discrete estimation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Identification in stochastic control theory (93E12)

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