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Filtering formulae for partially observed linear systems with non-gaussian initial conditions - MaRDI portal

Filtering formulae for partially observed linear systems with non-gaussian initial conditions (Q5187185)

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scientific article; zbMATH DE number 3894957
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Filtering formulae for partially observed linear systems with non-gaussian initial conditions
scientific article; zbMATH DE number 3894957

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    Filtering formulae for partially observed linear systems with non-gaussian initial conditions (English)
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    1986
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    partially observed linear system
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    non-Gaussian initial conditions
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    nonlinear filtering
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