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Q4227215 - MaRDI portal

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scientific article; zbMATH DE number 1254179
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scientific article; zbMATH DE number 1254179

    Statements

    author
    Robert J. Elliott
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    Vikram Krishnamurthy
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    publication date
    26 August 1999
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    zbMATH Keywords
    Kalman filter
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    Benes filter
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    Zakai equation
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    linear Gaussian dynamics
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    finite-dimensional filter
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    exponential functionals
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    Identifiers

    zbMATH DE Number
    1254179
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