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Space-differential filtration of Markov processes on one-dimensional stochastic manifolds - MaRDI portal

Space-differential filtration of Markov processes on one-dimensional stochastic manifolds

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Publication:1913109

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zbMath0849.93061MaRDI QIDQ1913109

V. V. Khutortsev

Publication date: 27 May 1996

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

zbMATH Keywords

filtering optimal filtering algorithm space-differential filtration stochastic manifold

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)

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