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Q3494842 - MaRDI portal

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scientific article

    Statements

    author
    Tomasz R. Bielecki
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    Beniamin Goldys
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    publication date
    1989
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    zbMATH Keywords
    Gaussian white noise
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    incomplete observation process
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    recursive adaptive filter
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    Kalman filter
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    stochastic gradient algorithm
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    continuous-time
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    Identifiers

    Mathematics Subject Classification ID
    93E11
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    93E10
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    93C40
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    93C05
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    zbMATH DE Number
    4168248
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