Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case (Q1640711)
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scientific article; zbMATH DE number 6889371
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case |
scientific article; zbMATH DE number 6889371 |
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Optimal filtering for a class of linear Itô stochastic systems: the dichotomic case (English)
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14 June 2018
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\(\mathcal{H}_2\) filtering
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stochastic systems
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exponential dichotomy
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