scientific article; zbMATH DE number 1463354

MaRDI QIDQ4487432zbMATH OpenFDO

Authors Michael Basin, Mario A. Villanueva Llanes

Publication date 19 February 2002

zbMATH Keywords

discrete observations with delaysItô-Volterra observationsItô-Volterra processKalman-Bucy filteroptimal filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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