A nonlinear filtering problem and its applications

zbMath0633.60061MaRDI QIDQ1096251

Rong Situ

Publication date: 1987

Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)

zbMATH Keywords

optimal controlnonlinear filtering modelinnovation problem

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal detection and filtering (aspects of stochastic processes) (60G35)

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