Filtering theory for a weakly coloured noise process (Q6056695)
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scientific article; zbMATH DE number 7757199
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Filtering theory for a weakly coloured noise process |
scientific article; zbMATH DE number 7757199 |
Statements
Filtering theory for a weakly coloured noise process (English)
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30 October 2023
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non-Markovian stochastic system
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Ornstein-Uhlenbeck process
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Brownian motion process
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classical filtering equations
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Kushner equation
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filtering density
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stochastic differential equation
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