Filtering with a limiter (improved performance)

DOI10.1155/S1048953398000240zbMath0931.60029OpenAlexW2000310156MaRDI QIDQ1271248

P. Muzhikanov, Robert Sh. Liptser

Publication date: 28 February 2000

Published in: Journal of Applied Mathematics and Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/48336

zbMATH Keywords

varianceasymptoticfilteroptimal

Mathematics Subject Classification ID

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

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