Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty (Q5009772)
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scientific article; zbMATH DE number 7379388
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty |
scientific article; zbMATH DE number 7379388 |
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Kalman--Bucy Filtering and Minimum Mean Square Estimator under Uncertainty (English)
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6 August 2021
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Kalman-Bucy filtering
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minimum mean square estimator
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drift uncertainty
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convex operator
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minimax theorem
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backward stochastic differential equation
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