scientific article; zbMATH DE number 273050

MaRDI QIDQ5288985zbMATH OpenFDO

Authors O. A. Petrov, Vladimir N. Fomin

Publication date 15 August 1993

zbMATH Keywords

Kalman-Bucy filterlinear filtering theoryoptimal filtering problemoptimal extrapolation and interpolationWiener- Kolmogorov filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

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