Optimal state filtering of controllable systems with random structure (Q465293)
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scientific article; zbMATH DE number 6362916
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal state filtering of controllable systems with random structure |
scientific article; zbMATH DE number 6362916 |
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Optimal state filtering of controllable systems with random structure (English)
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31 October 2014
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optimal filtering
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stochastic differential systems with random structure
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Markov jump processes
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Fokker-Planck-Kolmogorov equations
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Zakai equations
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