Backwards Markovian models for second-order stochastic processes (Corresp.)

DOI10.1109/TIT.1976.1055570zbMath0334.93037OpenAlexW2088252355MaRDI QIDQ4101696

Lennart Ljung, Thomas Kailath

Publication date: 1976

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.1976.1055570

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Markov processes (60J99)

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