scientific article; zbMATH DE number 3799528

MaRDI QIDQ4744162zbMATH OpenFDO

Authors John S. Baras, Steven I. Marcus, Daniel L. Ocone

Publication date 1981

zbMATH Keywords

nonlinear filteringestimation Lie algebrasfinite-dimensionally computable statistics

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Diffusion processes (60J60) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Lie algebras and Lie superalgebras (17B99)

Cited in

(1)

• Des resultats de non existence de filtre de dimension finie

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