Optimal filtration of the state vector of a continuous linear stochastic dynamic system with the modular structure of a measuring complex

DOI10.1023/A:1011396332114zbMath1062.93532OpenAlexW279570809MaRDI QIDQ1779923

R. T. Yakupov, Svetlana P. Moiseeva

Publication date: 2 June 2005

Published in: Russian Physics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011396332114

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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