Parameter Uncertainty in the Kalman--Bucy Filter (Q5232198)
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scientific article; zbMATH DE number 7100159
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter Uncertainty in the Kalman--Bucy Filter |
scientific article; zbMATH DE number 7100159 |
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Parameter Uncertainty in the Kalman--Bucy Filter (English)
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30 August 2019
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Kalman-Bucy filter
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parameter uncertainty
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nonlinear expectation
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optimal control
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HJB equation
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