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Decomposition of problems in the estimation of the state of multidimensional stochastic systems

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Publication:1820118
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zbMath0613.93056MaRDI QIDQ1820118

Vladimir Shin

Publication date: 1985

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


zbMATH Keywords

decompositionItô stochastic differential equationsapproximate filtering algorithm


Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)





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