A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems (Q4507403)
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scientific article; zbMATH DE number 1519304
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems |
scientific article; zbMATH DE number 1519304 |
Statements
A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems (English)
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18 October 2000
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square integrable martingales
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wide-sense Wiener processes
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stochastic bilinear systems
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Kronecker algebra
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Kalman-Bucy filtering
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polynomial filtering
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