On optimum distributed-parameter filtering and fixed-interval smoothing for colored noise

DOI10.1109/TAC.1972.1100033zbMath0259.93051MaRDI QIDQ5675230

Spyros G. Tzafestas

Publication date: 1972

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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