scientific article; zbMATH DE number 59613

MaRDI QIDQ4007684zbMATH OpenFDO

Authors E. A. Semenchin

Publication date 27 September 1992

zbMATH Keywords

Kalman-Bucy filteroptimal filter

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cited in

(9)

• Control and digital modelling of a Kalman-Bucy filter for systems having degenerate noise in the observations
• Estimation of the solution for an almost-optimal linear filter
• Wonham filtering by observations with multiplicative noises
• On the Kalman filter with possibly degenerate and correlated errors
• Optimal filtering in systems with degenerate noises in observations
• Filtering with degenerate observation noise: a stochastic approximation approach
• Optimal filtration of matrix Gaussian random processes in planes lateral motion problem
• Filltering of a partially observed process in the case of a high signal –to–noise ratio for correlated systems
• On diffusion approximations for filtering

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