Optimal filtering of doubly stochastic auto-regressive processes

DOI10.1016/S0005-1098(98)00149-6zbMath0937.93051MaRDI QIDQ1295087

Vikram Krishnamurthy, Jamie S. Evans

Publication date: 22 August 1999

Published in: Automatica (Search for Journal in Brave)

zbMATH Keywords

finite-dimensional filtersdoubly stochastic auto-regressive models

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55)

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