A model of a non-Markovian stochastic process and its application to the estimation problem

zbMath0516.62091MaRDI QIDQ1052790

Nguyen Thuk Loan, Hoang Hong Son

Publication date: 1982

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimal estimationknown covariance function

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Inference from stochastic processes (62M99)

Related Items (1)

Unnamed Item

This page was built for publication: A model of a non-Markovian stochastic process and its application to the estimation problem