Calculation of coefficients of equations of conditionally optimal filters

zbMath0571.93061MaRDI QIDQ1061685

I. D. Siluyanova, M. L. Dashevskij

Publication date: 1984

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

zbMATH Keywords

conditionally optimal filterscontinuous stochastic processes

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Model systems in control theory (93C99)

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