Filtering a Markovian process which is observed jointly with a step-wise perturbation
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Publication:1335770
zbMath0811.93060MaRDI QIDQ1335770
V. Yu. Smirnov, V. A. Bukhalev
Publication date: 3 November 1994
Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)
adaptive filteringrandom disturbancesjoint measurementdiscrete filteringrandom perturbation of the measurementrecursive estimation algorithmsingle-channel filter
Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
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