scientific article; zbMATH DE number 124698

MaRDI QIDQ4026318zbMATH OpenFDO

Authors Irvin C. Schick, Sanjoy K. Mitter

Publication date 21 February 1993

zbMATH Keywords

Kalman filternon-Gaussian noises

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Sensitivity (robustness) (93B35) Filtering in stochastic control theory (93E11)

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