A Martingale Approach to Linear Recursive State Estimation
From MaRDI portal
Publication:5665086
DOI10.1137/0310056zbMath0251.93031OpenAlexW1967218872MaRDI QIDQ5665086
Publication date: 1972
Published in: SIAM Journal on Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0310056
Inference from stochastic processes and prediction (62M20) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)
Related Items (5)
The Kalman-Bucy method of optimal filtering and its generalizations ⋮ [https://portal.mardi4nfdi.de/wiki/Publication:4060205 Repr�sentation de martingales vectorielles de carr� int�grable � valeurs dans des espaces de Hilbert r�els s�parables] ⋮ A new martingale approach to Kalman filtering ⋮ A martingale approach to state estimation in delay-differential systems ⋮ Martingales and their application to optimal state estimation
This page was built for publication: A Martingale Approach to Linear Recursive State Estimation
