Extending the theory of Liptser-Shiryaev filters (Q827963)
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scientific article; zbMATH DE number 7294437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extending the theory of Liptser-Shiryaev filters |
scientific article; zbMATH DE number 7294437 |
Statements
Extending the theory of Liptser-Shiryaev filters (English)
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14 January 2021
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normal (Gaussian) filter
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generalized Kalman-Bucy filter
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stochastic system
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suboptimal filtering
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conditionally optimal Pugachev filtering
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Liptser-Shiryaev filters
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