Real-time tracking: Optimal determination of the characteristics, using martingale tools

DOI10.1006/JMAA.1996.0397zbMath0863.93079OpenAlexW2012054725MaRDI QIDQ1125826

Bernard Beauzamy, Christian Olivier, Robert Otto Bauer

Publication date: 20 May 1997

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1996.0397

zbMATH Keywords

observabilitymartingale toolsreal-time target tracking

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Observability (93B07)

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