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scientific article; zbMATH DE number 2226680
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scientific article; zbMATH DE number 2226680

    Statements

    publication date
    8 November 2005
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    zbMATH Keywords
    Bayes estimator
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    conditionally Gaussian process
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    degenerate equation
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    Kushner equation, Riccati equation
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    Kalman-Bucy filter
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    author
    Sergey V. Lototsky
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    Identifiers

    Mathematics Subject Classification ID
    60G35
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    60H15
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    62M20
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    zbMATH DE Number
    2226680
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