Optimal filtering in systems with degenerate noises in observations

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zbMath1058.93054MaRDI QIDQ1882162

Publication date: 19 October 2004

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

zbMATH Keywords

Kalman filter optimal filtering piecewise constant coefficients differential transformation regularized estimates linear stochastic differential systems degenerate noises

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Transformations (93B17)

Related Items (2)

Specific optimal estimation of special Markov jump processes ⋮ Wonham filtering by observations with multiplicative noises

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