Explicit solutions to a class of nonlinear filtering problems
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Publication:3930379
DOI10.1080/17442508108833185zbMath0475.60024MaRDI QIDQ3930379
Publication date: 1981
Published in: Stochastics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/17442508108833185
93E11: Filtering in stochastic control theory
60G35: Signal detection and filtering (aspects of stochastic processes)
60J60: Diffusion processes
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