Method of construction of finite-dimensional filters for a class of stochastic differential systems (Q923037)
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scientific article; zbMATH DE number 4170807
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Method of construction of finite-dimensional filters for a class of stochastic differential systems |
scientific article; zbMATH DE number 4170807 |
Statements
Method of construction of finite-dimensional filters for a class of stochastic differential systems (English)
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1990
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filtration
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partially observed stochastic processes
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optimal linear filter
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