Estimation of non-integral and integral quadratic functions in linear stochastic differential systems
DOI10.11568/kjm.2017.25.1.45zbMath1461.93510OpenAlexW2609363275MaRDI QIDQ5208520
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Publication date: 8 January 2020
Full work available at URL: http://journal.kkms.org/index.php/kjm/article/download/460/352
estimationquadratic formwhite noiseKalman filteringstochastic systemrandom processstate vectorintegral and non-integral functionals
Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15)
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