Method of construction of finite-dimensional filters for a class of stochastic differential systems

zbMath0711.93087MaRDI QIDQ923037

M. L. Prikhod'ko, Vladimir Shin

Publication date: 1990

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

zbMATH Keywords

filtrationoptimal linear filterpartially observed stochastic processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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