scientific article; zbMATH DE number 780714

MaRDI QIDQ4840703zbMATH OpenFDO

Authors Stephen Maybank

Publication date 20 September 1995

zbMATH Keywords

Beneš filterKalman-Bucy filteroptimal probability density functionpath integral representation

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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Cited in

(3)

• Robust parameter estimation for stochastic differential equations
• Finite-dimensional filters
• scientific article; zbMATH DE number 880150 (Why is no real title available?)

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