Mathematics of Kalman-Bucy filtering.

zbMath0643.93002MaRDI QIDQ1210735

T. T. Soong, P. A. Ruymgaart

Publication date: 5 June 1993

Published in: Springer Series in Information Sciences (Search for Journal in Brave)

zbMATH Keywords

Kalman-Bucy filtercontinuous-timecontinuous-time linear stochastic systemmean square solutions

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01)

Related Items (2)

An integral equation in systems theory ⋮ Stochastic sensitivity synthesis in nonlinear systems with incomplete information

This page was built for publication: Mathematics of Kalman-Bucy filtering.