Adaptive filtering of components of Markov processes

zbMath0321.93047MaRDI QIDQ1223260

A. V. Lubkov, N. A. Kuznetsov

Publication date: 1975

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

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Markov processes (60J99)

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The Kalman-Bucy method of optimal filtering and its generalizations

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