scientific article; zbMATH DE number 4042966

MaRDI QIDQ3780201zbMATH OpenFDO

Authors

Publication date 1988

zbMATH Keywords

stopping timescontinuous observation and the discrete observationsexistence of a recursive filtering formula

Mathematics Subject Classification ID

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

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