The relation between the conditional optimal filtering and the extrapolations for a class of stochastic systems

zbMath0583.93063MaRDI QIDQ1070208

I. D. Siluyanova

Publication date: 1985

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

zbMATH Keywords

conditionally optimal filteringextrapolation estimates

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Estimation and detection in stochastic control theory (93E10)

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