Optimal estimation for continous system with jump process

DOI10.1109/TAC.1974.1100550zbMath0281.60096MaRDI QIDQ4766373

Satoru Fujishige, Yoshikazu Sawaragi

Publication date: 1974

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

93E10: Estimation and detection in stochastic control theory

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