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Optimal continuous-discrete nonlinear finite memory filter with discrete predictions - MaRDI portal

Optimal continuous-discrete nonlinear finite memory filter with discrete predictions (Q1743194)

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scientific article; zbMATH DE number 6859304
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Optimal continuous-discrete nonlinear finite memory filter with discrete predictions
scientific article; zbMATH DE number 6859304

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    Optimal continuous-discrete nonlinear finite memory filter with discrete predictions (English)
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    13 April 2018
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    continuous-discrete nonlinear finite memory filter
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    continuous stochastic object
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    most precise estimate
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    Fokker-Planck-Kolmogorov equations
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