scientific article

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

optimal estimation Kalman filter design continuous and discrete-time linear quadratic Gaussian problems

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

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