scientific article; zbMATH DE number 3799528

MaRDI QIDQ4744162zbMATH OpenFDO

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

Publication date 1981

zbMATH Keywords

estimation Lie algebrasfinite-dimensionally computable statisticsnonlinear filtering

Mathematics Subject Classification ID

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

Cited in

(1)

• Des resultats de non existence de filtre de dimension finie

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