scientific article; zbMATH DE number 273050

zbMATH Open0777.60033MaRDI QIDQ5288985FDOQ5288985

Authors: O. A. Petrov, Vladimir N. Fomin 

Publication date: 15 August 1993

Title of this publication is not available (Why is that?)

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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)

Cited In (5)

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• Title not available (Why is that?)
• Linear filtration of stochastic processes with measurements at random times
• Filtering and prediction: A primer
• Application of differential equations to synthesize a class of algorithms for numerical solution of a partial eigenvalue problem

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