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Q3818216 - MaRDI portal

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    author
    M. N. Krasilschikov
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    Valeri I. Karlov
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    publication date
    1988
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    zbMATH Keywords
    linear-quadratic Gaussian stochastic filtering problem
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    best observation strategy
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    matrix Riccati equation
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    successive approximation
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    Identifiers

    Mathematics Subject Classification ID
    93E11
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    93E25
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    49M99
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    93C10
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    zbMATH DE Number
    4089447
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