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Asymptotically optimal linear filtering with high-frequency uncertainty in the process dynamics (Q1320734)

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scientific article; zbMATH DE number 561044
Language Label Description Also known as
English
Asymptotically optimal linear filtering with high-frequency uncertainty in the process dynamics
scientific article; zbMATH DE number 561044

    Statements

    title
    Asymptotically optimal linear filtering with high-frequency uncertainty in the process dynamics (English)
    0 references
    author
    A. M. Kerbelev
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    publication date
    18 May 1994
    0 references
    zbMATH Keywords
    filtering problem
    0 references
    diffusion approximation
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    Identifiers

    zbMATH DE Number
    561044
    0 references
     
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