Estimation of non-integral and integral quadratic functions in linear stochastic differential systems (Q5208520)
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scientific article; zbMATH DE number 7148827
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of non-integral and integral quadratic functions in linear stochastic differential systems |
scientific article; zbMATH DE number 7148827 |
Statements
8 January 2020
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stochastic system
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state vector
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random process
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white noise
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estimation
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integral and non-integral functionals
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quadratic form
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Kalman filtering
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Estimation of non-integral and integral quadratic functions in linear stochastic differential systems (English)
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