Optimal estimation of parameters and states in stochastic time-varying systems with time delay (Q375582)

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scientific article; zbMATH DE number 6221412
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Optimal estimation of parameters and states in stochastic time-varying systems with time delay
scientific article; zbMATH DE number 6221412

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    Optimal estimation of parameters and states in stochastic time-varying systems with time delay (English)
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    31 October 2013
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    stochastic delay differential equations
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    parameter estimation
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    nonlinear filtering
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    extended Kalman-Bucy filter
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