A discretization method in designing an optimal filter for systems with delay

zbMath0749.93077MaRDI QIDQ1178567

G. N. Mil'shtejn, S. A. P'yanzin

Publication date: 26 June 1992

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

zbMATH Keywords

white noisestochastic evolution equationsdiscrete-time approximationIto equations

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Design techniques (robust design, computer-aided design, etc.) (93B51)

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