scientific article; zbMATH DE number 4035700
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Publication:3775441
predictioncodingfiltering problemstochastic, partially observable (linear-in-unobservable state) systems
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic approximation (62L20) Coding theorems (Shannon theory) (94A24) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
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