Conditionally optimal filtering and extrapolation of continuous processes

MaRDI QIDQ799640zbMATH OpenFDO

Authors V. S. Pugachev

Publication date 1984

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

extrapolationconditionally optimal filteringfiltering performance

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35) Nonlinear systems in control theory (93C10) Model systems in control theory (93C99)

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